长春大学学报（自然科学版）Issue(3)：754-758,5.
误差修正机制转换模型的贝叶斯估计
Bayesian Estimation of Error Correction Regime Switching Model
摘要
Abstract
Bayesian estimation method is used to estimate the parameters of error correction regime switching model. By setting the prior distribution and Bayesian Theorem, the paper obtains the posterior distribution of the model parameters, and then uses Bayesian estima-tion technology based on Gibbs sampling to estimate parameters, finally, it uses Bayesian estimation method to make a statistical simu-lation. The results of the simulation show that the approach can estimate the model parameters robustly.关键词
误差修正/机制转换/贝叶斯估计/Gibbs抽样Key words
error correction/regime switching/Bayesian estimation/Gibbs sampling分类
数理科学引用本文复制引用
丁辉,王咪咪..误差修正机制转换模型的贝叶斯估计[J].长春大学学报（自然科学版）,2014,(3):754-758,5.基金项目
安徽省高校省级自然科学研究项目(KJ2012Z278) （KJ2012Z278）
全国统计科学研究计划项目(2012LY153) （2012LY153）
滁州学院科研项目(2011kj001B,2012kj002B) （2011kj001B,2012kj002B）
