Bayesian analysis for non-gaussian moving averages
碩士 === 國立清華大學 === 統計學研究所 === 92 === A method for estimating parameters in non-Gaussian moving average models is proposed based on Bayesian analysis. In the conventional approach, the Gaussian likelihood is used for parameter estimation (QMLE). However, it may not be appropriate when the process is...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/28929403334833357670 |