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- Publisher Website: 10.1111/j.1467-9892.1983.tb00361.x
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Article: Estimation of random coefficient autoregressive process: an empirical Bayes Approach
Title | Estimation of random coefficient autoregressive process: an empirical Bayes Approach |
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Authors | |
Keywords | Autoregressive process Bayes estimates Empirical Bayes estimates Independent realization |
Issue Date | 1983 |
Publisher | Blackwell Publishing Ltd. |
Citation | Journal of Time Series Analysis, 1983, v. 4 n. 2, p. 89-94 How to Cite? |
Abstract | The 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 Identifier | http://hdl.handle.net/10722/130638 |
ISSN | 2023 Impact Factor: 1.2 2023 SCImago Journal Rankings: 0.875 |
DC Field | Value | Language |
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dc.contributor.author | Li, WK | - |
dc.contributor.author | Hui, YV | - |
dc.date.accessioned | 2010-12-31T03:12:23Z | - |
dc.date.available | 2010-12-31T03:12:23Z | - |
dc.date.issued | 1983 | - |
dc.identifier.citation | Journal of Time Series Analysis, 1983, v. 4 n. 2, p. 89-94 | - |
dc.identifier.issn | 0143-9782 | - |
dc.identifier.uri | http://hdl.handle.net/10722/130638 | - |
dc.description.abstract | The 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.language | eng | - |
dc.publisher | Blackwell Publishing Ltd. | - |
dc.relation.ispartof | Journal of Time Series Analysis | - |
dc.rights | Journal of Time Series Analysis. Copyright © Blackwell Publishing Ltd. | - |
dc.rights | The definitive version is available at www.blackwell-synergy.com | - |
dc.subject | Autoregressive process | - |
dc.subject | Bayes estimates | - |
dc.subject | Empirical Bayes estimates | - |
dc.subject | Independent realization | - |
dc.title | Estimation of random coefficient autoregressive process: an empirical Bayes Approach | en_US |
dc.type | Article | en_US |
dc.identifier.openurl | http://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.email | Li, WK: hrntlwk@hkucc.hku.hk | - |
dc.identifier.doi | 10.1111/j.1467-9892.1983.tb00361.x | - |
dc.identifier.scopus | eid_2-s2.0-0040793224 | - |
dc.identifier.volume | 4 | - |
dc.identifier.issue | 2 | - |
dc.identifier.spage | 89 | - |
dc.identifier.epage | 94 | - |
dc.identifier.issnl | 0143-9782 | - |