Bayesian inference for quantile autoregressive model with explanatory variables

DOI10.1080/03610926.2021.1964529OpenAlexW3196177626MaRDI QIDQ6106243

Bo Peng, Kai Yang, Xiaogang Dong

Publication date: 27 June 2023

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

Full work available at URL: https://doi.org/10.1080/03610926.2021.1964529

zbMATH Keywords

Gibbs samplinglatent variableBayesian quantile regressionexplanatory variablesquantile autoregressive model

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Bayesian inference for a mixture double autoregressive model

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