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Intrinsic Bayesian estimation of linear time series models - MaRDI portal

Intrinsic Bayesian estimation of linear time series models (Q5880092)

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scientific article; zbMATH DE number 7660277
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English
Intrinsic Bayesian estimation of linear time series models
scientific article; zbMATH DE number 7660277

    Statements

    title
    Intrinsic Bayesian estimation of linear time series models (English)
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    author
    Shawn Ni
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    Dongchu Sun
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    publication date
    7 March 2023
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    zbMATH Keywords
    entropy loss
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    latent parameters
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    reference prior
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    Identifiers

    Mathematics Subject Classification ID
    62-XX
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    62F15
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    62A15
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    62C10
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    62F25
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    zbMATH DE Number
    7660277
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    OpenAlex ID
    W3014886672
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