Bayesian Model Selection for Beta Autoregressive Processes
نویسندگان
چکیده
منابع مشابه
Bayesian Model Selection for Beta Autoregressive Processes
We deal with Bayesian inference for Beta autoregressive processes. We restrict our attention to the class of conditionally linear processes. These processes are particularly suitable for forecasting purposes, but are difficult to estimate due to the constraints on the parameter space. We provide a full Bayesian approach to the estimation and include the parameter restrictions in the inference p...
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ژورنال
عنوان ژورنال: Bayesian Analysis
سال: 2012
ISSN: 1936-0975
DOI: 10.1214/12-ba713