A Bayesian Analysis of Spectral ARMA Model

Table 5

Estimation Bayesian AR parameters (standard deviation).

𝑁=256	Parameter AR
Method	0.1	1.66	0.093	0.8649
Bayes non	0.0967	1.6029	0.0875	0.8102
	(0.0151)	(0.0157)	(0.0187)	(0.0189)
Empirical Bayes	0.0824	1.5964	0.0739	0.8121
	(0.0154)	(0.0206)	(0.0215)	(0.0231)