This thesis introduces two novel Bayesian approaches to the problems of order selection, parameter estimation and prediction in autoregressive models. These frameworks are developed from a theoretical perspective and tested against competing methods, showing a substantial gain in all three tasks.
Bayesian approaches to the analysis of autoregressive processes / Riccardo Ghioni. - (2026).
Bayesian approaches to the analysis of autoregressive processes
Riccardo Ghioni
2026
Abstract
This thesis introduces two novel Bayesian approaches to the problems of order selection, parameter estimation and prediction in autoregressive models. These frameworks are developed from a theoretical perspective and tested against competing methods, showing a substantial gain in all three tasks.
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Riccardo Ghioni - Bayesian approaches to the analysis of autoregressive processes.pdf
embargo fino al 27/03/2027
Descrizione: PhD Thesis
Tipologia:
Tesi di dottorato
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Open Access
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6.36 MB
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