Bayesian inference on time-varying proportions

DOI10.1016/S0731-9053(08)23016-1zbMATH Open1189.91164OpenAlexW71463612MaRDI QIDQ3572038

Brahim Lgui, William J. McCausland

Publication date: 30 June 2010

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

Full work available at URL: https://doi.org/10.1016/s0731-9053(08)23016-1

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Numerical analysis or methods applied to Markov chains (65C40)

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