Bayesian Model Selection for Beta Autoregressive Processes
dc.contributor.author | Casarin, R | |
dc.contributor.author | Dalla Valle, Luciana | |
dc.contributor.author | Leisen, F | |
dc.date.accessioned | 2017-03-22T15:06:04Z | |
dc.date.available | 2017-03-22T15:06:04Z | |
dc.date.issued | 2012-06-01 | |
dc.identifier.issn | 1936-0975 | |
dc.identifier.issn | 1936-0975 | |
dc.identifier.uri | http://hdl.handle.net/10026.1/8670 | |
dc.description.abstract |
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. | |
dc.format.extent | 385-409 | |
dc.language.iso | en | |
dc.publisher | Institute of Mathematical Statistics | |
dc.subject | Bayesian Inference | |
dc.subject | Beta Autoregressive Processes | |
dc.subject | Reversible Jump MCMC | |
dc.title | Bayesian Model Selection for Beta Autoregressive Processes | |
dc.type | journal-article | |
dc.type | Journal Article | |
plymouth.author-url | https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000304747300010&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=11bb513d99f797142bcfeffcc58ea008 | |
plymouth.issue | 2 | |
plymouth.volume | 7 | |
plymouth.publication-status | Published | |
plymouth.journal | Bayesian Analysis | |
dc.identifier.doi | 10.1214/12-ba713 | |
plymouth.organisational-group | /Plymouth | |
plymouth.organisational-group | /Plymouth/Faculty of Science and Engineering | |
plymouth.organisational-group | /Plymouth/Faculty of Science and Engineering/School of Engineering, Computing and Mathematics | |
plymouth.organisational-group | /Plymouth/REF 2021 Researchers by UoA | |
plymouth.organisational-group | /Plymouth/REF 2021 Researchers by UoA/EXTENDED UoA 10 - Mathematical Sciences | |
plymouth.organisational-group | /Plymouth/REF 2021 Researchers by UoA/UoA10 Mathematical Sciences | |
plymouth.organisational-group | /Plymouth/Users by role | |
plymouth.organisational-group | /Plymouth/Users by role/Academics | |
dc.identifier.eissn | 1936-0975 | |
dc.rights.embargoperiod | Not known | |
rioxxterms.versionofrecord | 10.1214/12-ba713 | |
rioxxterms.licenseref.uri | http://www.rioxx.net/licenses/all-rights-reserved | |
rioxxterms.type | Journal Article/Review |