Bayesian Estimation for Time Series Regressions with Applications
碩士 === 國立交通大學 === 統計所 === 91 === We propose an estimation procedure for the time series regression models under the Bayesian inference framework. The major obstacle for estimating a time series involves its initial states. With the exact method of Wise (1951), an exact likelihood function can be obt...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2003
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/71385111193415921581 |