×

Bayesian analysis of autoregressive time series via the Gibbs sampler. (English) Zbl 0800.62549


MSC:

62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F15 Bayesian inference
65C99 Probabilistic methods, stochastic differential equations
PDF BibTeX XML Cite
Full Text: DOI

References:

[1] Box G. E. P., Time Series Analysis:Forecasting and Control. (1976)
[2] Box G. E. P., Bayesian Inference in Statistical Analysis. (1973) · Zbl 0271.62044
[3] DOI: 10.2307/2347570 · Zbl 0825.62408
[4] DOI: 10.2307/2336306
[5] DOI: 10.2307/1270165
[6] DOI: 10.2307/1391755
[7] DeGroot M., Optimal Statistical Decisions. (1970) · Zbl 0225.62006
[8] DOI: 10.2307/2289776 · Zbl 0702.62020
[9] DOI: 10.2307/2289594
[10] Geman S., IEEE Trans. Pattern Anal. Mach. Intell. 6 pp 721– (1984)
[11] DOI: 10.2307/2981553 · Zbl 0615.62118
[12] DOI: 10.2307/2336370
[13] DOI: 10.2307/2289457 · Zbl 0619.62029
[14] DOI: 10.2307/2287980
[15] DOI: 10.2307/2289717
[16] DOI: 10.2307/2285389 · Zbl 0313.62050
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.