Penalised Complexity Priors for Stationary Autoregressive Processes: PC PRIORS FOR AR PROCESSES

Journal article

Peer reviewed

Sigrunn Holbek Sørbye and Håvard Rue

Journal of time series analysis, Vol.38(6), pp.923-935

11/2017

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Title: Penalised Complexity Priors for Stationary Autoregressive Processes
Creators - without role: Sigrunn Holbek Sørbye - UiT The Arctic University of Norway
Håvard Rue
Publication Details: Journal of time series analysis, Vol.38(6), pp.923-935
Identifiers: 9946002408331
Academic Unit: King Abdullah University of Science & Technology
Language: English
Resource Type: Journal article