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 :
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