Bayesian analysis for varying coefficient autoregressive models

Ying Wu; Shifeng Xiong; Zhipeng Tang; Hui Xiong

doi:10.1080/00949655.2025.2532001

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Bayesian analysis for varying coefficient autoregressive models

Ying Wu Shifeng Xiong Zhipeng Tang Hui Xiong

Year: 2025 Journal: Journal of Statistical Computation and Simulation Vol: 95 (15)Pages: 3353-3378 Publisher: Taylor & Francis

DOI: 10.1080/00949655.2025.2532001

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Keywords:

Mathematics Autoregressive model Bayesian probability Statistics Econometrics STAR model Applied mathematics Autoregressive integrated moving average Time series

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Bayesian Inference

Physical Sciences → Mathematics → Statistics and Probability

Bayesian Methods and Mixture Models

Physical Sciences → Computer Science → Artificial Intelligence

Bayesian analysis for varying coefficient autoregressive models

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