A Bayesian Analysis of Spectral ARMA Model

Table 6

Estimation Bayesian MA parameters (standard deviation).

𝑁=256	Parameter MA
Method	0.0226	0.8175	0.0595	0.0764
Bayes non	0.0151	0.7556	0.0518	0.0525
	(0.0424)	(0.0508)	(0.0478)	(0.0698)
Empirical Bayes	0.0077	0.7554	0.0517	0.0677
	(0.0418)	(0.0604)	(0.0616)	(0.0613)