Empirical Comparison for Bayes Estimators for the Parameters of AR(1) Process in case of Short Series

DOI10.1080/02522667.1991.10699065zbMath0719.62528OpenAlexW2026407695MaRDI QIDQ5751830

Mahmoud M. Smadi, Mohammad H. Al-Towaiq

Publication date: 1991

Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02522667.1991.10699065

Mathematics Subject Classification ID

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

Cites Work

• Consistency of maximum likelihood and Bayes estimates

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