BAYESIAN AUTOREGRESSIVE FILTER AND SQUARED GAIN ESTIMATION

被引：0
|
作者：
COOK, P
机构：
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1987年 / 16卷 / 09期
关键词：
D O I：
10.1080/03610928708829533
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
下载
收藏
页码：2697 / 2715
页数：19
相关论文
共 50 条
  • [21] Bayesian estimation for threshold autoregressive model with multiple structural breaks
    Agiwal, Varun
    Kumar, Jitendra
    METRON-INTERNATIONAL JOURNAL OF STATISTICS, 2020, 78 (03): : 361 - 382
  • [22] Bayesian estimation for heterogeneous spatial autoregressive models with variance modelling
    Tian, Ruiqin
    Xu, Dengke
    Du, Jiang
    COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2024, 53 (06) : 3013 - 3026
  • [23] Bayesian estimation of limited dependent variable spatial autoregressive models
    LeSage, JP
    GEOGRAPHICAL ANALYSIS, 2000, 32 (01) : 19 - 35
  • [24] Bayesian estimation for threshold autoregressive model with multiple structural breaks
    Varun Agiwal
    Jitendra Kumar
    METRON, 2020, 78 : 361 - 382
  • [25] Mean-Squared-Error Prediction for Bayesian Direction-of-Arrival Estimation
    Kantor, Joshua M.
    Richmond, Christ D.
    Bliss, Daniel W.
    Correll, Bill, Jr.
    IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2013, 61 (19) : 4729 - 4739
  • [26] Bayesian Sparse Estimation of Migrating Targets in Autoregressive Noise for Wideband Radar
    Bidon, Stephanie
    Besson, Olivier
    Tourneret, Jean-Yves
    Le Chevalier, Francois
    2014 IEEE RADAR CONFERENCE, 2014, : 579 - 584
  • [27] Bayesian estimation and model selection of a multivariate smooth transition autoregressive model
    Livingston, Glen, Jr.
    Nur, Darfiana
    ENVIRONMETRICS, 2020, 31 (06)
  • [28] Robust Bayesian prediction and estimation under a squared log error loss function
    Kiapour, A.
    Nematollahi, N.
    STATISTICS & PROBABILITY LETTERS, 2011, 81 (11) : 1717 - 1724
  • [29] Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
    Barnett, G
    Kohn, R
    Sheather, S
    JOURNAL OF ECONOMETRICS, 1996, 74 (02) : 237 - 254
  • [30] Bayesian Estimation of Multiple Covariate of Autoregressive (MC-AR) Model
    Kumar J.
    Kumar A.
    Agiwal V.
    Annals of Data Science, 2024, 11 (04) : 1291 - 1301
12345