A Bayesian Approach to Understanding Time Series Data

DOI10.1080/10920277.1999.10595808zbMath1082.62503OpenAlexW1871877260MaRDI QIDQ5718369

Virginia R. Young, Marjorie A. Rosenberg

Publication date: 13 January 2006

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.1999.10595808

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Economic time series analysis (91B84)

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