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My bibliography Save this articleFisher’s z Distribution-Based Mixture Autoregressive Model
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- Carpenter, Bob & Gelman, Andrew & Hoffman, Matthew D. & Lee, Daniel & Goodrich, Ben & Betancourt, Michael & Brubaker, Marcus & Guo, Jiqiang & Li, Peter & Riddell, Allen, 2017. "Stan: A Probabilistic Programming Language," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 76(i01).
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- Irwan Susanto & Nur Iriawan & Heri Kuswanto, 2022. "On the Bayesian Mixture of Generalized Linear Models with Gamma-Distributed Responses," Econometrics, MDPI, vol. 10(4), pages 1-28, October.
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Keywords
Fisher’s z distribution; mixture autoregressive model; the IBM stock prices; the Brent crude oil prices; Bayesian analysis; no-U-turn sampler; Stan program;All these keywords.
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