The effect of observations on Bayesian choice of an autoregressive model

KDS Young; LI Pettit

doi:10.1111/j.1467-9892.2005.00449.x

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The effect of observations on Bayesian choice of an autoregressive model

Journal article

Peer reviewed

The effect of observations on Bayesian choice of an autoregressive model

KDS Young and LI Pettit

JOURNAL OF TIME SERIES ANALYSIS, Vol.27(1), pp.41-50

01/01/2006

DOI: https://doi.org/10.1111/j.1467-9892.2005.00449.x

Abstract

Science & Technology

Physical Sciences

Mathematics

Interdisciplinary Applications

Statistics & Probability

Mathematics

MATHEMATICS

INTERDISCIPLINARY APPLICATIONS

STATISTICS & PROBABILITY

autoregressive model

Bayes factor

Gibbs sampling

influential observation

model choice

LIKELIHOOD

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Title: The effect of observations on Bayesian choice of an autoregressive model
Creators: KDS Young
LI Pettit
Publication Details: JOURNAL OF TIME SERIES ANALYSIS, Vol.27(1), pp.41-50
Publisher: BLACKWELL PUBLISHING
Date published: 01/01/2006
Date submitted: 17/05/2017
Identifiers: 99515594602346
Academic Unit: University of Surrey
Language: English
Resource Type: Journal article

The effect of observations on Bayesian choice of an autoregressive model

Abstract

Files and links (1)

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