Bayesian Model Selection for Beta Autoregressive Processes Articles uri icon

authors

  • CASARIN, ROBERTO
  • DALLA VALLE, LUCIANO
  • LEISEN, FABRIZIO

publication date

  • June 2012

start page

  • 385

end page

  • 409

issue

  • 2

volume

  • 7

International Standard Serial Number (ISSN)

  • 1931-6690

Electronic International Standard Serial Number (EISSN)

  • 1936-0975

keywords

  • bayesian inference; beta autoregressive processes; reversible jump mcmc