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Penalised Complexity Priors for Stationary Autoregressive Processes
Sigrunn Holbek Sørbye
*
,
Haavard Rue
*
Corresponding author for this work
Computer, Electrical and Mathematical Sciences and Engineering
Statistics
Research output
:
Contribution to journal
›
Article
›
peer-review
30
Scopus citations
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Mathematics
Autoregressive Model
100%
Model Formulation
50%
Natural Basis
50%
Simulation Study
50%
Survival Model
50%
Partial Autocorrelation
50%
Bayesian Approach
50%
Keyphrases
Penalized Complexity Prior
100%
PI Model
33%
Specific Principles
33%
Survival Model
33%
Reference Prior
33%
Sequential Approach
33%
Frailty
33%
Partial Autocorrelation
33%
Earth and Planetary Sciences
Autoregressive Process
100%
Autocorrelation
50%
Model Formulation
50%
Time Series Analysis
50%
Engineering
Base Model
100%
Bayesian Approach
33%
Component Model
33%
Neuroscience
Time Series Analysis
100%