数学杂志2011，Vol.31Issue(1)：81-85,5.
误差项为指数白噪声的平稳AR(1)过程的贝叶斯分析
BAYESIAN ANAIJYSIS OF A STABLE AR(1) PROCESS WITH EXPONENTIAL WHITE NOISE
摘要
Abstract
The article studies the problem of the parameter estimate of a stable autoregressive model, whose error term is exponential white noise. By using Bayesian method, we obtain the parameters' posterior distribution and the Bayesian estimators under the quadratic loss function.These results extend those of Turkman.关键词
关贝叶斯分析/指数白噪声/自回归过程/预报分布分类
数理科学引用本文复制引用
吴娟,刘次华,邱小霞..误差项为指数白噪声的平稳AR(1)过程的贝叶斯分析[J].数学杂志,2011,31(1):81-85,5.基金项目
国家自然科学基金资助项目(10301011). （10301011）
