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Bayesian estimation of AR(1) models with uniform innovations
Discussiones Mathematicae. Probability and Statistics, Tome 25 (2005) no. 1, pp. 71-75.

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The first-order autoregressive model with uniform innovations is considered. In this paper, we propose a family of BAYES estimators based on a class of prior distributions. We obtain estimators of the parameter which perform better than the maximum likelihood estimator.
Keywords: autoregressive model, Bayesian estimator, prior distribution, uniform distribution 
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Fellag, Hocine; Nouali, Karima. Bayesian estimation of AR(1) models with uniform innovations. Discussiones Mathematicae. Probability and Statistics, Tome 25 (2005) no. 1, pp. 71-75. http://geodesic.mathdoc.fr/item/DMPS_2005_25_1_a3/

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