Bayesian autoregressive adaptive refined descriptive sampling algorithm in the Monte Carlo simulation

Djoweyda Ghouil and Megdouda Ourbih-Tari

Statistical Theory and Related Fields, 2023, vol. 7, issue 3, 177-187

Abstract: This paper deals with the Monte Carlo Simulation in a Bayesian framework. It shows the importance of the use of Monte Carlo experiments through refined descriptive sampling within the autoregressive model $ X_{t}=\rho X_{t-1}+Y_{t} $ Xt=ρXt−1+Yt, where $ 0 \lt \rho \lt 1 $ 0

Date: 2023
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DOI: 10.1080/24754269.2023.2180225

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