Objective Bayesian analysis for autoregressive models with nugget effects

DOI10.1016/j.jmva.2013.11.003zbMath1359.62382OpenAlexW2017590175MaRDI QIDQ392085

Cuirong Ren, Dongchu Sun

Publication date: 13 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.11.003

zbMATH Keywords

autoregressive modelsreference priorJeffreys priorCAR modelintegrated likelihoodpropriety of posteriorSAR model

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15)

Related Items (2)

Objective Bayesian analysis for Gaussian hierarchical models with intrinsic conditional autoregressive priors ⋮ Efficient estimation and prediction for the Bayesian binary spatial model with flexible link functions

Uses Software

• GMRFLib

Cites Work

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• Objective Bayesian analysis for a spatial model with nugget effects
• Bayesian analysis of conditional autoregressive models
• Bayesian analysis of simultaneous autoregressive models
• On the invariance of noninformative priors
• Default priors for Gaussioan processes
• Objective Bayesian analysis for CAR models
• Spatial Modeling of Regional Variables
• Estimation Methods for Models of Spatial Interaction
• Objective Bayesian Analysis of Spatially Correlated Data
• Gaussian Markov Random Fields
• Objective Bayesian analysis of spatial data with measurement error
• ON STATIONARY PROCESSES IN THE PLANE

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