Mathematical Problems in Engineering / 2019 / Article / Tab 2

Research Article

Bayesian Semiparametric Double Autoregressive Modeling

Table 2

Full sample estimates.

ModelParameterTrue valuesDPMStandard NormalFinite mixture
Post.MeanPost.MeanPost.Mean
Post.std.devPost.std.devPost.std.dev

DPM0.20.19090.20460.1973
0.03640.04410.0492
0.30.30950.35570.3209
0.03670.37650.0621
10.9413
0.0472
5.4095
1.1744
Standard Normal0.20.19300.19570.2048
0.03670.03570.0344
0.30.29510.29890.3071
0.05320.03860.0704
0.9124
0.0491
1.5485
0.1827
Finite mixture0.20.20880.18850.1956
0.03770.06940.0647
0.30.29570.63940.3283
0.06790.30660.1954
0.9219
0.0370
2.4693
0.0774

Note. This table displays the posterior means and standard deviations of the model parameters obtained from the DPM model, Gaussian distribution and mixture of two zero-mean Gaussians.

We are committed to sharing findings related to COVID-19 as quickly and safely as possible. Any author submitting a COVID-19 paper should notify us at help@hindawi.com to ensure their research is fast-tracked and made available on a preprint server as soon as possible. We will be providing unlimited waivers of publication charges for accepted articles related to COVID-19. Sign up here as a reviewer to help fast-track new submissions.