event
Wednesday 07 Dec 2011: Beta Autoregressive Processes: Bayesian Parameter Estimation and Model Selection
Dr Luciana Dalla Valle - Plymouth University
Roland Levinsky Building Room 208, Plymouth University 16:00-17:00
This talk is about Bayesian model selection for beta autoregressive processes. I will discuss the choice of the priors with possible parameter restrictions and suggest a Reversible Jump Markov-Chain Monte Carlo (RJMCMC)procedure based on a Metropolis-Hastings within Gibbs algorithm.
