Geodesic
On the Bayes approach in general multiple autoregressive series
Applications of Mathematics, Tome 18 (1973) no. 1, pp. 18-29.

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The Bayes theory of multiple autoregressive series is derived in the paper. The point estimates for unknown autoregressive parameters are given. The posterior distributions are derived and used for testing hypotheses. The theory is applied to the model with exogenous and endogenous variables.
DOI : 10.21136/AM.1973.103444
Classification : 62F15, 62H10, 62M10 
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     title = {On the {Bayes} approach in general multiple autoregressive series},
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Anděl, Jiří. On the Bayes approach in general multiple autoregressive series. Applications of Mathematics, Tome 18 (1973) no. 1, pp. 18-29. doi : 10.21136/AM.1973.103444. http://geodesic.mathdoc.fr/articles/10.21136/AM.1973.103444/

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