A Bayesian analysis on time series structural equation models

DOI10.1016/J.JSPI.2010.12.017zbMath1209.62040OpenAlexW2052161940MaRDI QIDQ630936

Juan-Miguel Gracia

Publication date: 22 March 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.12.017

zbMATH Keywords

time serieslatent variablesMCMCstructural equation model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

Uses Software

• LISREL
• EQS
• BMDP

Cites Work

• Statistical decision theory and Bayesian analysis. 2nd ed
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
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