Bayesian Model Selection for Beta Autoregressive Processes

Roberto Casarin; L Dalla Valle; Fabrizio Leisen

doi:10.1214/12-BA713

Bayesian Model Selection for Beta Autoregressive Processes

Roberto Casarin^*
, L Dalla Valle
, Fabrizio Leisen

^*Corresponding author for this work

School of Engineering, Computing and Mathematics

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

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Original language	English
Pages (from-to)	385-409
Number of pages	0
Journal	Bayesian Analysis
Volume	7
Issue number	2
DOIs	https://doi.org/10.1214/12-BA713
Publication status	Published - 2012

Keywords

Bayesian Inference
Beta Autoregressive Processes
Reversible Jump MCMC

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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 = "International Society for Bayesian Analysis",

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

UR - https://pearl.plymouth.ac.uk/secam-research/1983/

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 -

Bayesian Model Selection for Beta Autoregressive Processes

Keywords

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