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dc.contributor.authorCasarin, R
dc.contributor.authorDalla Valle, Luciana
dc.contributor.authorLeisen, F
dc.date.accessioned2017-03-22T15:06:04Z
dc.date.available2017-03-22T15:06:04Z
dc.date.issued2012-06-01
dc.identifier.issn1936-0975
dc.identifier.issn1936-0975
dc.identifier.urihttp://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.extent385-409
dc.language.isoen
dc.publisherInstitute of Mathematical Statistics
dc.subjectBayesian Inference
dc.subjectBeta Autoregressive Processes
dc.subjectReversible Jump MCMC
dc.titleBayesian Model Selection for Beta Autoregressive Processes
dc.typejournal-article
dc.typeJournal Article
plymouth.author-urlhttps://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000304747300010&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=11bb513d99f797142bcfeffcc58ea008
plymouth.issue2
plymouth.volume7
plymouth.publication-statusPublished
plymouth.journalBayesian Analysis
dc.identifier.doi10.1214/12-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
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dc.identifier.eissn1936-0975
dc.rights.embargoperiodNot known
rioxxterms.versionofrecord10.1214/12-ba713
rioxxterms.licenseref.urihttp://www.rioxx.net/licenses/all-rights-reserved
rioxxterms.typeJournal Article/Review


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