Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
Glen Barnett ; Robert Kohn ; Simon Sheather
| Year of publication: |
1993
|
|---|---|
| Authors: | Barnett, Glen ; Kohn, Robert ; Sheather, Simon J. |
| Publisher: |
[Kensington, NSW] |
| Subject: | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory | Schätzung | Estimation | Autokorrelation | Autocorrelation |
| Extent: | 43 S. : graph. Darst |
|---|---|
| Series: | Working paper series. - Sydney, NSW : [Australian Graduate School of Management, the University of New South Wales], ZDB-ID 2949335-3. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 1-86274-180-8 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000861202