Time Series - Bayesian Analysis of AR(1) and AR(2) Processes

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F44555601%3A13510%2F00%3A00000406" target="_blank" >RIV/44555601:13510/00:00000406 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Time Series - Bayesian Analysis of AR(1) and AR(2) Processes

Original language description

This paper stresses Bayesian analysis of the linear non-negative AR processes. It summarises published results for the linear non-negative AR(1) and AR(2) models with exponentially distributed residuals and suggests an extension for the similar AR(p) models. Properties of the estimators are illustrated by simulations for the AR(2) situation.

Czech name

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Czech description

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Type

D - Article in proceedings

CEP classification

BB - Applied statistics, operational research

OECD FORD branch

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Project

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Continuities

Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year

2000

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection

Analysis of Biomedical Signals and Images

ISBN

80-214-1610-6

ISSN

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e-ISSN

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Number of pages

3

Pages from-to

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Publisher name

Vysoké učení technické v Brně

Place of publication

Brno

Event location

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Event date

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Type of event by nationality

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UT code for WoS article

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