• DocumentCode
    12635
  • Title

    Frequentist and Bayesian Analysis of Random Coefficient Autoregressive models

  • Author

    David A. Dickey استاد مشاور , Sujit K. Ghosh استاد مشاور , Sastry G. Pantula استاد راهنما

  • University
    Virginia Polytechnic Institute and state University
  • Grade
    نامعلوم
  • Major
    PhD )Statistics(
  • Number of pages
    0
  • Publish Date
    2003
  • Keyword

    Markov chain Monte Carlo , Unit root test , Ergodicity , volatility models , Random coefficient autoregressive models

  • Note
    01
  • Language
    انگليسي
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=17&DC=12635