Bayesian Identification of ar Models Using Informative and non Iformative Priors

Faculty Science Year: 2011
Type of Publication: Theses Pages: 74
Authors:
Waseem Wagih Sorour Abd El-Samia
BibID 11301031
Keywords : Bayesian statistical decision theory    
Abstract:
The main objective of the current study is to handle the identification problem of autoregressive (AR) models from the Bayesian point of view. Two Bayesian identification approaches are considered. They are referred to as the direct and the indirect appro
    
     
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