Bayesian Analysis of AR(1) Models
碩士 === 銘傳大學 === 應用統計資訊學系碩士班 === 93 === We study the Bayesian analysis of AR(1) models. The priors discussed by James O. Berger & Ruo-Yong Yang (1994) and Domenico Marinucci & Lea Petrella (1999) are compared along with a new one which seems more appealing to us. Two criteria are used for the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/rauc5u |