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Details for article 3 of 14 found articles
| Title: |
Bayesian autoregressive spectral analysis |
| Author: |
Cook, Peyton |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 14 (1985) nr. 5 pages 1001-1018 |
| Year: |
1985 |
| Contents: |
The article describes an operational Bayesian approach to making inferences for the spectral density function for univariate autoregressive processes and for the AR operator of multivariate autoregressive processes. The derivation of the approach is described. Numerical examples, including the Wolfer Sunspot numbers, are used to demonstrate the practical usefulness of the approach. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 3 of 14 found articles
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