Joseph D Petruccelli
Biographic Data
| ID | 8921072 |
|---|---|
| NAME | Joseph D Petruccelli |
| GIVEN NAMES | Joseph D |
| FAMILY NAME | Petruccelli |
| SIGNATURE | PETRUCCELLI J D |
| AFFILIATIONS | Worcester Polytechnic Institute |
| ORCID | 0009-0006-4043-9773 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 1997 |
| LATEST PUBLICATION YEAR | 1997 |
| H-INDEX | 0 |
A Bayesian Analysis of Autoregressive Time Series Panel Data
We describe a Bayesian hierarchical model to analyze autoregressive time series panel data. We develop two algorithms using Markov-chain Monte Carlo methods, a restricted algorithm that enforces stationarity or nonstationarity conditions on the series and an unrestricted algorithm that does not. Two examples show that restricting stationary series to be stationary provides no new information, but restricting nonstationary series to be stationary …
No prominent works on this page.
A Bayesian Analysis of Autoregressive Time Series Panel Data
We describe a Bayesian hierarchical model to analyze autoregressive time series panel data. We develop two algorithms using Markov-chain Monte Carlo methods, a restricted algorithm that enforces stationarity or nonstationarity conditions on the series and an unrestricted algorithm that does not. Two examples show that restricting stationary series to be stationary provides no new information, but restricting nonstationary series to be stationary …
Algorithm (1 work) · Artificial Intelligence (1 work) · Autoregressive integrated moving average (1 work) · Autoregressive model (1 work) · Bayesian inference (1 work) · Bayesian probability (1 work) · Computer Science (1 work) · Econometrics (1 work) · Inference (1 work) · Machine learning (1 work)