An effectiveness study of the Bayesian inference with multivariate autoregressive moving average processes (Q6141692)

From MaRDI portal





scientific article; zbMATH DE number 7792938
Language Label Description Also known as
English
An effectiveness study of the Bayesian inference with multivariate autoregressive moving average processes
scientific article; zbMATH DE number 7792938

    Statements

    An effectiveness study of the Bayesian inference with multivariate autoregressive moving average processes (English)
    0 references
    0 references
    0 references
    0 references
    23 January 2024
    0 references
    Bayesian inference
    0 references
    estimation
    0 references
    Jeffreys' prior
    0 references
    matrix \(t\) distribution
    0 references
    matrix normal-Wishart prior
    0 references
    multivariate autoregressive moving average processes
    0 references

    Identifiers