Robust Bayesian analysis of an autoregressive model with exponential innovations

zbMath1342.62150MaRDI QIDQ726682

Lydia Larbi, Hocine Fellag

Publication date: 13 July 2016

Published in: Afrika Statistika (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.as/1468344420

zbMATH Keywords

robustnessestimationBayesloss functionexponentialautoregressive process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

This page was built for publication: Robust Bayesian analysis of an autoregressive model with exponential innovations