Hierarchical Bayesian estimation for stationary autoregressive models using reversible jump MCMC algorithm
The autoregressive model is a mathematical model that is often used to model data in different areas of life. If the autoregressive model is matched against the data then the order and coefficients of the autoregressive model are unknown. This paper aims to estimate the order and coefficients of an...
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| Main Authors: | , |
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| Format: | Article |
| Published: |
Science Publishing Corporation
2018
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| Subjects: | |
| Online Access: | http://eprints.uthm.edu.my/5110/ |
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