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...
Gardado en:
| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
Cairo University, Faculty of Graduate Studies for Statistical Research (FGSSR)
1999-12-01
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| Series: | The Egyptian Statistical Journal |
| Assuntos: | |
| Acceso en liña: | https://esju.journals.ekb.eg/article_314530_3e87eeca9a081b2576581cb7ebefb171.pdf |
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