On the estimation problem of periodic autoregressive time series: symmetric and asymmetric innovations (Q5107312)
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scientific article; zbMATH DE number 7193714
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the estimation problem of periodic autoregressive time series: symmetric and asymmetric innovations |
scientific article; zbMATH DE number 7193714 |
Statements
On the estimation problem of periodic autoregressive time series: symmetric and asymmetric innovations (English)
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27 April 2020
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PAR models
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skew-normal
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VAR models
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Gibbs sampling
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Jeffreys prior
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reference prior
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hit-and-run sampler
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Bayesian analysis
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Bayes factor
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MCMC
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