Bayesian autoregressive adaptive refined descriptive sampling algorithm in the Monte Carlo simulation
This paper deals with the Monte Carlo Simulation in a Bayesian framework. It shows the importance of the use of Monte Carlo experiments through refined descriptive sampling within the autoregressive model $ X_{t}=\rho X_{t-1}+Y_{t} $ , where $ 0 \lt \rho \lt 1 $ and the errors $ Y_{t} $ are independ...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2023-07-01
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| Series: | Statistical Theory and Related Fields |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/24754269.2023.2180225 |