scientific article; zbMATH DE number 912682
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Publication:4887359
zbMath0855.62071MaRDI QIDQ4887359
Publication date: 6 February 1997
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
random walkGibbs samplingprior distributioneconomic time seriesinformative prior distributionsconjugate normal linear modelsampling fluctuationstightness priorsunivariate autoregressive \(AR (p)\) models
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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