Bayesian Model Selection for Beta Autoregressive Processes

Roberto Casarin^*, L Dalla Valle, Fabrizio Leisen

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

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@article{4b6420f465014cb5a490369cf644c3ce,

title = "Bayesian Model Selection for Beta Autoregressive Processes",

keywords = "Bayesian Inference, Beta Autoregressive Processes, Reversible Jump MCMC",

author = "Roberto Casarin and {Dalla Valle}, L and Fabrizio Leisen",

year = "2012",

doi = "10.1214/12-BA713",

language = "English",

volume = "7",

pages = "385--409",

journal = "Bayesian Analysis",

issn = "1936-0975",

publisher = "Carnegie Mellon University",

number = "2",

}

TY - JOUR

T1 - Bayesian Model Selection for Beta Autoregressive Processes

AU - Casarin, Roberto

AU - Dalla Valle, L

AU - Leisen, Fabrizio

PY - 2012

Y1 - 2012

KW - Bayesian Inference

KW - Beta Autoregressive Processes

KW - Reversible Jump MCMC

U2 - 10.1214/12-BA713

DO - 10.1214/12-BA713

M3 - Article

SN - 1936-0975

VL - 7

SP - 385

EP - 409

JO - Bayesian Analysis

JF - Bayesian Analysis

IS - 2

ER -