On the Bayes approach in general multiple autoregressive series.
| Autor: | Anděl, Jiří, 1939-2021 |
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| Jazyk: | angličtina |
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| Druh dokumentu: | Non-fiction |
| Abstrakt: | Abstract: The Bayes theory of multiple autoregressive series is derived in the paper. The point estimates for unknown autoregressive parameters are given. The posterior distributions are derived and used for testing hypotheses. The theory is applied to the model with exogenous and endogenous variables. |
| Databáze: | Katalog Knihovny AV ČR |
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