Bayesian Model Selection for Beta Autoregressive Processes

Authors

Roberto Casarin, Ca' Foscari University of Venice
L Dalla Valle, School of Engineering, Computing and Mathematics
Fabrizio Leisen, Universidad Carlos III de Madrid

ORCID

• L Dalla Valle: 0000-0001-7506-5712

DOI Link

10.1214/12-BA713

DOI

10.1214/12-BA713

Publication Date

2012-01-01

Publication Title

Bayesian Analysis

Volume

7

Issue

2

ISSN

1936-0975

Keywords

Bayesian Inference, Beta Autoregressive Processes, Reversible Jump MCMC

First Page

385

Last Page

409

Recommended Citation

Casarin, R., Dalla Valle, L., & Leisen, F. (2012) 'Bayesian Model Selection for Beta Autoregressive Processes', Bayesian Analysis, 7(2), pp. 385-409. Available at: 10.1214/12-BA713