BAYESIAN INFERENCES FOR SEVERAL AUTOREGRESSIVE PROCESSES

Authors
SALAZAR D MOEN DH
Citation
D. Salazar et Dh. Moen, BAYESIAN INFERENCES FOR SEVERAL AUTOREGRESSIVE PROCESSES, European journal of operational research, 105(1), 1998, pp. 113-117
Citations number
9
Categorie Soggetti
Management,"Operatione Research & Management Science","Operatione Research & Management Science
Journal title
European journal of operational research → ACNP
ISSN journal
03772217
Volume
105
Issue
1
Year of publication
1998
Pages
113 - 117
Database
ISI
SICI code
0377-2217(1998)105:1<113:BIFSAP>2.0.ZU;2-T
Abstract
Several first-order autoregressive processes are studied using Bayesia n analysis principles. These autoregressive processes are the same, ex cept perhaps for the level of the process. A test is developed to dete ct possible level differences by using the mean value functions of the se first-order autoregressive processes. To illustrate the test result s, a numerical study is conducted using two time series groups. (C) 19 98 Elsevier Science B.V.