A Bayesian Analysis of Spectral ARMA Model

Table 3

Estimation classic AR parameters (standard deviation).

𝑁=256;𝑀=20	Parameter AR
Method	0.1	1.66	0.093	0.8649
MEYW	0.1361	1.6707	0.1254	0.8644
	(0.1688)	(0.1179)	(0.1179)	(0.0646)
LSYW	0.1054	1.6438	0.0978	0.8432
	(0.0299)	(0.0483)	(0.0323)	(0.0472)
LSYWS	0.1038	1.6537	0.0995	0.8522
	(0.0706)	(0.0528)	(0.0600)	(0.0555)
MLE	0.1001	1.6414	0.0942	0.8482
	(0.0275)	(0.0395)	(0.0363)	(0.0404)