Determining the order of a moving average model of time series using reversible jump mcmc: a comparison between laplacian and gaussian noises

HIGHLIGHTS

  • who: Bayesian and collaborators from the Department of Education, Universitas Ahmad Dahlan, Yogyakarta, Indonesia Department of Mathematical Sciences, University of Essex, Colchester, United Kingdom have published the research work: Determining the Order of a Moving Average Model of Time Series Using Reversible Jump MCMC: A Comparison between Laplacian and Gaussian Noises, in the Journal: (JOURNAL)
  • what: A simulation study was conducted to evaluate its performance. This research proposed the development of the model with Laplacian, which is then used for the human heart rate data.
  • how: The results showed that the algorithm can . . .

     

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