A conjugate family for ar(1) processes with exponential errors

DOI10.1080/03610929408831353zbMath0825.62165OpenAlexW2123133923MaRDI QIDQ4843835

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Publication date: 17 August 1995

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

Full work available at URL: https://doi.org/10.1080/03610929408831353

zbMATH Keywords

predictive distributionsconjugate distributionsfirst order autoregressive processesexponential errors

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Large deviations for Bayesian estimators in first-order autoregressive processes

Cites Work

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• Conjugate priors for exponential families
• BAYESian Analysis of an Autoregressiye Process with Exponential White Noise
• Deterministic and Forecast-Adaptive Time-Dependent Models
• Inferencia bayesiana en mixturas: metodos aproximados
• Dynamic linear model diagnostics
• A Bayesian approach to some outlier problems

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