Development of Penalized Complexity Priors for Stationary and Invertible Time Series Processes

dc.contributor.advisor	Eidsvik, Jo
dc.contributor.author	Srivastav, Himanshu
dc.date.accessioned	2017-06-29T14:01:21Z
dc.date.available	2017-06-29T14:01:21Z
dc.date.created	2017-06-07
dc.date.issued	2017
dc.identifier	ntnudaim:17813
dc.identifier.uri	http://hdl.handle.net/11250/2447395
dc.description.abstract	In the thesis, the PC prior framework is applied to construct the prior distributions for dependencies of the AR(1) processes, the MA(1) processes and the ARMA(1,1) processes.
dc.language	eng
dc.publisher	NTNU
dc.subject	Matematiske fag, Statistikk
dc.title	Development of Penalized Complexity Priors for Stationary and Invertible Time Series Processes
dc.type	Master thesis