Bayesian Inference for Switching Mean Models with ARMA Errors |
Son, Young Sook
(Department of Statistics, Chonnam National University)
Kim, Seong W. (Division of Applied Mathematics, Hanyang University) Cho, Sinsup (Department of Statistics, Seoul National University) |
1 |
Default Bayesian Inference of Regression Models with ARMA Errors Under Exact Full Likelihoods
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2 |
Fractional Bayes Factors for Model Comparison
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3 |
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4 |
Bayesian Estimation of the Switching Regression Model with Autocorrelated Errors
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DOI ScienceOn |
5 |
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6 |
Monte Carlo Sampling Methods using Markov Chains and their Applications
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DOI ScienceOn |
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8 |
Bayes Inference via Gibbs Sampling of Autoregressive Time Series Subject to Markov Mean and Variance Shifts
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DOI ScienceOn |
9 |
Baysian Analysis of ARMA Processes : Complete sampling based inference under full likelihoods
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10 |
Randomly Choosing Parameters from the Stationarity and Invertibility Region of Autoregressive-Moving Average Models
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DOI ScienceOn |
11 |
Bayes Factors for Linear and Log-Linear Models with Vague Prior Information
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12 |
ARMA Model Indentification Using the Bayes Factor
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과학기술학회마을 |
13 |
The Nile revisted: Changepoint Analysis with Autocorrelation
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14 |
A Note on Enforcing Stationarity in Autoregressive Moving Average Models
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DOI ScienceOn |
15 |
On the Parametrization of Autoregressive Models by Parial Autocorrelations
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DOI ScienceOn |
16 |
Intrinsic Bayes Factors for Model Selection with Autoregressive data
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17 |
The Covariance Matrix of ARMA Errors in Closed Form
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DOI ScienceOn |
18 |
The Intrinsic Bayes Factor for Model Selection and Prediction
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DOI ScienceOn |
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