✦ LIBER ✦

ROBUST BAYESIAN ESTIMATION OF AUTOREGRESSIVE--MOVING-AVERAGE MODELS

✍ Scribed by Glen Barnett; Robert Kohn; Simon Sheather

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Robust Estimation in Vector Autoregressi

✍ Marta Garcia Ben; Elena J. Martinez; Victor J. Yohai 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 228 KB

Bayesian subset selection for threshold

✍ Cathy W. S. Chen; Feng Chi Liu; Richard Gerlach 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 464 KB

ESTIMATION OF AUTOREGRESSIVE MOVING-AVER

✍ Bo Wahlberg 📂 Article 📅 1989 🏛 John Wiley and Sons 🌐 English ⚖ 725 KB

THE ESTIMATION OF PARAMETERS FOR AUTOREG

✍ Pham Dinh Tuan 📂 Article 📅 1984 🏛 John Wiley and Sons 🌐 English ⚖ 677 KB

ESTIMATION IN MULTIPLE AUTOREGRESSIVE-MO

✍ Tomáš Cipra; Pavel Tlustý 📂 Article 📅 1987 🏛 John Wiley and Sons 🌐 English ⚖ 382 KB

Kalman filter estimation for periodic au

✍ Jimenez, C. ;McLeod, A. I. ;Hipel, K. W. 📂 Article 📅 1989 🏛 Springer 🌐 English ⚖ 728 KB