Bayesian Model Selection for Beta Autoregressive Processes
Date
2012-06-01Author
Casarin, R
Dalla Valle, Luciana
Leisen, F
Subject
Bayesian Inference Beta Autoregressive Processes Reversible Jump MCMC
Metadata
Show full item recordAbstract
We deal with Bayesian model selection for beta autoregressive processes. We discuss the choice of parameter and model priors with possible parameter restrictions and suggest a Reversible Jump Markov-Chain Monte Carlo (RJMCMC) procedure based on a Metropolis-Hastings within Gibbs algorithm. © 2012 International Society for Bayesian Analysis.
Collections
Publisher
Institute of Mathematical Statistics
Journal
Bayesian Analysis
Volume
7
Issue
2
Pagination
385-409
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