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Bayesian analysis of conditional autoregressive models

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  • Victor Oliveira

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  • Victor Oliveira, 2012. "Bayesian analysis of conditional autoregressive models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(1), pages 107-133, February.
    • Handle: RePEc:spr:aistmt:v:64:y:2012:i:1:p:107-133
    DOI: 10.1007/s10463-010-0298-1
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    References listed on IDEAS

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    1. Berger J.O. & De Oliveira V. & Sanso B., 2001. "Objective Bayesian Analysis of Spatially Correlated Data," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1361-1374, December.
    2. W. R. Gilks & N. G. Best & K. K. C. Tan, 1995. "Adaptive Rejection Metropolis Sampling Within Gibbs Sampling," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 44(4), pages 455-472, December.
    3. A. F. Militino & M. D. Ugarte & L. García-Reinaldos, 2004. "Alternative Models for Describing Spatial Dependence among Dwelling Selling Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 29(2), pages 193-209, September.
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    Cited by:

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    2. Colette Mair & Sema Nickbakhsh & Richard Reeve & Jim McMenamin & Arlene Reynolds & Rory N Gunson & Pablo R Murcia & Louise Matthews, 2019. "Estimation of temporal covariances in pathogen dynamics using Bayesian multivariate autoregressive models," PLOS Computational Biology, Public Library of Science, vol. 15(12), pages 1-21, December.
    3. KWON, Heeeun & HWANG, Beom Seuk, 2023. "Do Spatial Characteristics Affect Housing Prices in Korea? : Evidence from Bayesian Spatial Models," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 64(2), pages 109-124, December.
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    5. Hong-Ding Yang & Yun-Huan Lee & Che-Yang Lin, 2023. "On Study of the Occurrence of Earth-Size Planets in Kepler Mission Using Spatial Poisson Model," Mathematics, MDPI, vol. 11(11), pages 1-14, May.
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    7. Ying C. MacNab, 2018. "Some recent work on multivariate Gaussian Markov random fields," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(3), pages 497-541, September.
    8. Ren, Cuirong & Sun, Dongchu, 2014. "Objective Bayesian analysis for autoregressive models with nugget effects," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 260-280.

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