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- W2123133923 abstract "In this article estimation of autoregressive processes AR(1) with exponential errors, denoted by ARE(1), is considered from a Bayesian perspective. For these processes a new family of conjugate distributions, denoted by GBTP, is shown to exist which follows for recursive estimation of the parameters in the model. Further extensions of the model are also considered." @default.
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- W2123133923 date "1994-01-01" @default.
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- W2123133923 title "A conjugate family for ar(1) processes with exponential errors" @default.
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- W2123133923 doi "https://doi.org/10.1080/03610929408831353" @default.
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