๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Bayesian inferences for several autoregressive processes

โœ Scribed by Diego Salazar; David H. Moen


Book ID
104339492
Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
248 KB
Volume
105
Category
Article
ISSN
0377-2217

No coin nor oath required. For personal study only.

โœฆ Synopsis


Several first-order autoregressive processes are studied using Bayesian analysis principles. These autoregressive processes are the same, except perhaps for the level of the process. A test is developed to detect possible level differences by using the mean value functions of these first-order autoregressive processes. To illustrate the test results, a numerical study is conducted using two time series groups.


๐Ÿ“œ SIMILAR VOLUMES