scientific article; zbMATH DE number 7599149

zbMath1496.62147MaRDI QIDQ5039911

Autcha Araveeporn

Publication date: 10 October 2022

Full work available at URL: https://ph02.tci-thaijo.org/index.php/thaistat/article/view/247472

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Bayesian methodleast squares methodmaximum likelihood method

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Bayesian inference (62F15)

Cites Work

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• Random coefficient autoregressive models: an introduction
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• Maximum likelihood estimation for all-pass time series models
• Estimation in Random Coefficient Autoregressive Models
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Conditional Heteroscedastic Time Series Models
• Discrete Time Modelling of Disease Incidence Time Series by Using Markov Chain Monte Carlo Methods

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