Bayesian inference and forecasting in the stationary bilinear model

DOI10.1080/03610926.2016.1235193zbMath1380.62266OpenAlexW117019596MaRDI QIDQ4598619

Fuyu Yang, Roberto Leon-Gonzalez

Publication date: 15 December 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://ueaeprints.uea.ac.uk/id/eprint/60196/1/CSMT_R1_notrack.pdf

zbMATH Keywords

Markov chain Monte Carlomodel comparisonstationary bilinear model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)

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