Bayesian inferences for several autoregressive processes

DOI10.1016/S0377-2217(97)00041-6zbMath0960.91510MaRDI QIDQ1291710

David H. Moen, Diego Salazar

Publication date: 13 May 2001

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

Bayesian analysistime seriesautoregressive processes

Mathematics Subject Classification ID

Bayesian inference (62F15) Economic time series analysis (91B84)

Cites Work

• Structural changes in time series models
• Structural changes in multivariate regression models
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