On the Bayes approach in general multiple autoregressive series

Jiří Anděl

Aplikace matematiky (1973)

  • Volume: 18, Issue: 1, page 18-29
  • ISSN: 0862-7940

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Anděl, Jiří. "On the Bayes approach in general multiple autoregressive series." Aplikace matematiky 18.1 (1973): 18-29. <http://eudml.org/doc/14786>.

@article{Anděl1973,
author = {Anděl, Jiří},
journal = {Aplikace matematiky},
language = {eng},
number = {1},
pages = {18-29},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {On the Bayes approach in general multiple autoregressive series},
url = {http://eudml.org/doc/14786},
volume = {18},
year = {1973},
}

TY - JOUR
AU - Anděl, Jiří
TI - On the Bayes approach in general multiple autoregressive series
JO - Aplikace matematiky
PY - 1973
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 18
IS - 1
SP - 18
EP - 29
LA - eng
UR - http://eudml.org/doc/14786
ER -

References

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  1. J. Anděl, The Bayes approach in multiple autoregressive series, Aplikace matematiky 16 (1971), 220-228. (1971) MR0290498
  2. T. W. Anderson, An introduction to multivariate statistical analysis, Wiley, New York 1958. (1958) Zbl0083.14601MR0091588
  3. D. G. Champernowne, Sampling theory applied to autoregressive sequences, J. Roy. Stat. Soc. ser. B, 10 (1948), 204-231. (1948) Zbl0033.08101MR0030178
  4. H. Cramér, Mathematical methods of statistics, Princeton Univ. Press 1946. (1946) Zbl0063.01014MR0016588
  5. J. Hájek J. Anděl, Stacionární procesy, (Lecture notes.) SPN 1969. (1969) 
  6. M. H. Quenouille, The analysis of multiple time-series, Griffin, London 1957. (1957) Zbl0077.33603MR0093092
  7. C. R. Rao, Linear statistical inference and its applications, Wiley, New York 1965. (1965) Zbl0137.36203MR0221616

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