Bayesian Estimation of Autoregressive Models with Exogenous Variables Under Scale-Mixtures of Normal Errors
Autoregressive models with exogenous variables (ARX) constitute a fundamental class of dynamic regression models used extensively for time series analysis across a wide range of applications. A pervasive limitation of the existing Bayesian analyses of ARX models is their near-exclusive reliance on t...
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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
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MDPI AG
2026-06-01
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| Colecção: | Mathematics |
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| Acesso em linha: | https://www.mdpi.com/2227-7390/14/12/2188 |
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