On the Adequacy of Using T Approximation in Bayesian Inferences of Arma Models
The main objective of this paper is to examine the adequacy of using the t approximation in handling the Bayesian inferential problems of autoregressive-moving average (ARMA) processes. Simulation studies, with a wide variety of ARMA models, are carried out to demonstrate the performance of the t ap...
I tiakina i:
| Ngā kaituhi matua: | , |
|---|---|
| Hōputu: | Artigo |
| Reo: | Inglês |
| I whakaputaina: |
Cairo University, Faculty of Graduate Studies for Statistical Research (FGSSR)
1999-12-01
|
| Rangatū: | The Egyptian Statistical Journal |
| Ngā marau: | |
| Urunga tuihono: | https://esju.journals.ekb.eg/article_314530_3e87eeca9a081b2576581cb7ebefb171.pdf |
| Ngā Tūtohu: |
Kāore He Tūtohu, Me noho koe te mea tuatahi ki te tūtohu i tēnei pūkete!
|