Bayesian Semiparametric Double Autoregressive Modeling

Wang Min; Liu Ji-Chun

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Bayesian Semiparametric Double Autoregressive Modeling

机译：Bayesian Semiparametric Double自归型号

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This paper proposes a Bayesian semiparametric modeling approach for the return distribution in double autoregressive models. Monte Carlo investigation of finite sample properties and an empirical application are presented. The results indicate that the semiparametric model developed in this paper is valuable and competitive.

机译：本文提出了双重自回归模型中返回分布的贝叶斯半导体建模方法。介绍了有限样本性质和实证应用的蒙特卡罗调查。结果表明，本文开发的半甲型模型是有价值和竞争力的。

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来源
《Mathematical Problems in Engineering》 |2019年第16期|4267532.1-4267532.9|共9页
作者
Wang Min; Liu Ji-Chun;
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Xiamen Univ Sch Math Sci Xiamen 361005 Fujian Peoples R China|Guizhou Normal Univ Sch Math Sci Guiyang 550001 Guizhou Peoples R China;

Xiamen Univ Sch Math Sci Xiamen 361005 Fujian Peoples R China;

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专利

1. Bayesian Semiparametric Double Autoregressive Modeling [J] . Min Wang, Ji-Chun Liu Mathematical Problems in Engineering: Theory, Methods and Applications . 2019,第1期

机译：Bayesian Semiparametric Double自归型号
2. semiparametric Bayesian inference in autoregressive panel data models [J] . Keisuke Hirano Econometrica . 2002,第2期

机译：自回归面板数据模型中的半参数贝叶斯推断
3. Nonlinear autoregressive model with stochastic volatility innovations: Semiparametric and Bayesian approach [J] . Hajrajabi A., Yazdanian A. R., Farnoosh R. Journal of Computational and Applied Mathematics . 2018,第期

机译：具有随机波动性创新的非线性自回归模型：半法和贝叶斯方法
4. A comparison of disease mapping of dengue incidences in Tamil Nadu using Bayesian conditional autoregressive model and intrinsic conditional autoregressive model [C] . R. Jaisankar, M. Ranjani International Conference on Advances in Applicable Mathematics . 2020

机译：泰米尔纳德州登革热事件疾病测绘的比较使用贝叶斯条件自回归模型和内在条件自回归模型
5. Bayesian inference for autoregressive panel data models. [D] . Zhang, Peng. 2006

机译：自回归面板数据模型的贝叶斯推断。
6. Bayesian hierarchical vector autoregressive models for patient-level predictive modeling [O] . Feihan Lu, Yao Zheng, Harrington Cleveland, -1

机译：贝叶斯分层向量自回归模型用于患者水平的预测建模
7. Bayesian Semiparametric Regression for Autoregressive Models with Possible Unit Roots [O] . Ricardo Gonçalves Silva 100

机译：具有可能单位根的自回归模型的贝叶斯半参数回归
8. Bayesian Analysis of Semiparametric Proportional Hazards Models [R] . Gelfand, A. E., Mallick, B. K. 1994

机译：半参数比例风险模型的贝叶斯分析

Bayesian Semiparametric Double Autoregressive Modeling

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