The Bayes approach in multiple autoregressive series
Aplikace matematiky (1971)
- Volume: 16, Issue: 3, page 220-228
- ISSN: 0862-7940
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top- D. G. Champernowne, Sampling theory applied to autoregressive sequences, J. Roy. Stat. Soc. ser. B, 10, 1948, 204-231. (1948) Zbl0033.08101MR0030178
- J. Hájek J. Anděl, Stacionární procesy, (skripta). SPN 1969. (1969)
- D. V. Lindley, Introduction to probability and statistics from a bayesian viewpoint, Part 2. Inference. Camb. Univ. Press, 1965. (1965) Zbl0123.34505
- H. B. Mann A. Wald, 10.2307/1905674, Econometrica 11, 1943, 173-220. (1943) DOI10.2307/1905674