scientific article; zbMATH DE number 6739216

zbMATH Open1365.62338MaRDI QIDQ5271220

Autcha Araveeporn

Publication date: 4 July 2017

Title of this publication is not available (Why is that?)

zbMATH Keywords

Bayesian analysisMonte Carlo simulationstationarynonstationary

Mathematics Subject Classification ID

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

Related Items (3)

Objective Bayesian analysis for autoregressive models with nugget effects ⋮ Bayesian inference for random coefficient dynamic panel data models ⋮ Robust Bayesian analysis of an autoregressive model with exponential innovations

Uses Software

• WinBUGS

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