Mathematical Problems in Engineering / 2019 / Article / Fig 5

Research Article

Bayesian Semiparametric Double Autoregressive Modeling

Figure 5

MCMC results for DAR-DPM: (a) the estimation results of and (b) the estimation of ; (c) and (d) are their respective density maps. It can be observed that is left-biased, so we take the median as the estimated value because the median is less affected by skewness.

(a)
(b)
(c)
(d)

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