Bayesian Inference of Autoregressive and Functional-Coefficient Moving Average Models

Author: Wang Hai-Bin   Wu Ping  

Publisher: Taylor & Francis Ltd

E-ISSN: 1532-415X|44|3|453-467

ISSN: 0361-0926

Source: Communications in Statistics: Theory and Methods, Vol.44, Iss.3, 2015-02, pp. : 453-467

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Abstract