Bayesian empirical likelihood inference and order shrinkage for autoregressive models
Kai Yang, Xue Ding, Xiaohui Yuan
Topics & Concepts
Markov chain Monte CarloAutoregressive modelEstimatorSTAR modelBayesian probabilityBayesian inferenceMathematicsInferenceEconometricsApplied mathematicsComputer scienceStatisticsAutoregressive integrated moving averageTime seriesArtificial intelligenceStatistical Methods and InferenceMonetary Policy and Economic ImpactStatistical Methods and Bayesian Inference