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Penalised Complexity Priors for Stationary Autoregressive Processes
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Rue, Håvard
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Sørbye, Sigrunn Holbek
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AR( p)
C18
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C22
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C88
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R‐INLA
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VDP::Matematikk og Naturvitenskap: 400::Matematikk: 410
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VDP::Mathematics and natural science: 400::Mathematics: 410
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latent Gaussian models
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prior selection
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robustness. JEL. C11
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University of Tromsø: Munin Open Research Archive
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