摘要
本文在条件似然函数意义下,讨论了多元自回归模型的Bayes分析方法。
There have been a lot of favourable Baycsian contributions to univariate time series analysis. This paper studies the Bayesian analysis of vector autoregressive processes (BVAR). The posterior distributions of model parameters and the one-step-ahead predictive distribution are given and discussed. The determinations of model order and dimension arc also discussed.
出处
《工程数学学报》
CSCD
1991年第2期143-148,共6页
Chinese Journal of Engineering Mathematics
