Bayesian Models for Non‐linear Autoregressions
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Publication:4379711
DOI10.1111/1467-9892.00070zbMath0910.62083OpenAlexW2092727314MaRDI QIDQ4379711
Steven N. MacEachern, Mike West, Peter Mueller
Publication date: 22 April 1999
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00070
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)
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