Bayesian Inference of Autoregressive and Functional-Coefficient Moving Average Models

DOI10.1080/03610926.2012.742110zbMath1311.62157OpenAlexW2081623335MaRDI QIDQ5249201

Ping Wu, Hai-Bin Wang

Publication date: 29 April 2015

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

Full work available at URL: https://doi.org/10.1080/03610926.2012.742110

zbMATH Keywords

time seriesposterior predictive distributionBayesian model averagefree-knot splinesreversible-jump sampler

Mathematics Subject Classification ID

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

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