Bayesian inference of autoregressive models
The principles, models and steps of Bayesian time series analysis and forecasting have been developed extensively during the past forty years. In order to estimate parameters of an autoregressive (AR) model we develop Markov chain Monte Carlo (MCMC) schemes for inference of AR model. It is our inter...
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University of Sheffield
2018
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.745666 |