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Article: Estimation of random coefficient autoregressive process: an empirical Bayes Approach

TitleEstimation of random coefficient autoregressive process: an empirical Bayes Approach
Authors
KeywordsAutoregressive process
Bayes estimates
Empirical Bayes estimates
Independent realization
Issue Date1983
PublisherBlackwell Publishing Ltd.
Citation
Journal of Time Series Analysis, 1983, v. 4 n. 2, p. 89-94 How to Cite?
AbstractThe problem of estimating panel autoregressive time series is considered. The autoregressive parameters vary over independent realizations from an unknown distribution. An empirical Bayes procedure is suggested to estimate the parameters using information from all realizations.
Persistent Identifierhttp://hdl.handle.net/10722/130638
ISSN
2015 Impact Factor: 1.0
2015 SCImago Journal Rankings: 1.177

 

DC FieldValueLanguage
dc.contributor.authorLi, WK-
dc.contributor.authorHui, YV-
dc.date.accessioned2010-12-31T03:12:23Z-
dc.date.available2010-12-31T03:12:23Z-
dc.date.issued1983-
dc.identifier.citationJournal of Time Series Analysis, 1983, v. 4 n. 2, p. 89-94-
dc.identifier.issn0143-9782-
dc.identifier.urihttp://hdl.handle.net/10722/130638-
dc.description.abstractThe problem of estimating panel autoregressive time series is considered. The autoregressive parameters vary over independent realizations from an unknown distribution. An empirical Bayes procedure is suggested to estimate the parameters using information from all realizations.-
dc.languageeng-
dc.publisherBlackwell Publishing Ltd.-
dc.relation.ispartofJournal of Time Series Analysis-
dc.rightsJournal of Time Series Analysis. Copyright © Blackwell Publishing Ltd.-
dc.rightsThe definitive version is available at www.blackwell-synergy.com-
dc.subjectAutoregressive process-
dc.subjectBayes estimates-
dc.subjectEmpirical Bayes estimates-
dc.subjectIndependent realization-
dc.titleEstimation of random coefficient autoregressive process: an empirical Bayes Approachen_US
dc.typeArticleen_US
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0143-9782&volume=4&issue=2&spage=89–94&epage=&date=1983&atitle=Estimation+of+random+coefficient+autoregressive+process:+an+empirical+Bayes+Approach-
dc.identifier.emailLi, WK: hrntlwk@hkucc.hku.hk-
dc.identifier.doi10.1111/j.1467-9892.1983.tb00361.x-
dc.identifier.volume4-
dc.identifier.issue2-
dc.identifier.spage89-
dc.identifier.epage94-

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