Bayesian Estimation of the Regression Model with Autocorrelated Errors Under Contamination
Noura Ait Mohammed, Mohamed Ibazizen · Communication in Statistics- Theory and Methods · 2008
In this article, the Bayesian analysis of the regression model with errors terms generated by a first-order autoregressive model is considered. Our aim is to study the effect of two kinds of contamination of this model via the posterior distribution of the regression parameter.