A Comparison of the Bayesian and Non-Bayesian Approaches for the Periodic AR Models Based on the SMSN Innovations - Manouchehri, T; Nematollahi, A R (Iranian journal of science (Online), 2022)
Keywords: Algorithms; Autoregressive models; Bayesian analysis; Innovations; Mathematical models; Mixtures; Parameter estimation; Sensitivity analysis; Skewed distributions; Time series