Bayesian model selection for beta autoregressive processes

DOI10.1214/12-BA713zbMath1330.62113arXiv1008.0121MaRDI QIDQ2633915

Roberto Casarin, Luciana Dalla Valle, Fabrizio Leisen

Publication date: 5 February 2016

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1008.0121

zbMATH Keywords

Bayesian inferencereversible jump MCMCbeta autoregressive processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)

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