Comparing random coefficient autoregressive model with and without autocorrelated errors by Bayesian analysis
| dc.contributor.author | Autcha Araveeporn | |
| dc.date.accessioned | 2025-07-21T05:57:25Z | |
| dc.date.issued | 2016-10-25 | |
| dc.description.abstract | We proposed a Bayesian analysis for estimating an unknown parameter in a Random Coefficient Autoregressive (RCA) model and its AutoRegressive (AR) process errors. We called this model an RCA model with autocorrelated errors (RCA-AR). A Markov Chain M | |
| dc.identifier.doi | 10.3233/sji-161034 | |
| dc.identifier.uri | https://dspace.kmitl.ac.th/handle/123456789/6006 | |
| dc.subject.classification | Statistical Methods and Inference | |
| dc.title | Comparing random coefficient autoregressive model with and without autocorrelated errors by Bayesian analysis | |
| dc.type | Article |