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BAYESian Analysis of an Autoregressiye Process with Exponential White Noise

. Statistics, 21 (4): 601--608 (1990)

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BAYESian Analysis of an Autoregressiye Process with Exponential White Noise. Statistics, 21 (4): 601--608 (1990)A Bayesian Approach to Event Prediction, , and . Journal of Time Series Analysis, 24 (6): 631--646 (305 11 2003)doi: 10.1111/j.1467-9892.2003.00326.x.Optimal alarm systems for autoregressive processes : A Bayesian approach, and . Computational Statistics & Data Analysis, 10 (3): 307--314 (December 1990)Extremes of bilinear time series models, and . Journal of Time Series Analysis, 18 (3): 305--319 (121 05 1997)doi: 10.1111/1467-9892.00051.