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A Bayesian Extension of the Minimum AIC Procedure of Autoregressive Model Fitting

โœ Scribed by Hirotugu Akaike


Book ID
124280196
Publisher
Oxford University Press
Year
1979
Tongue
English
Weight
637 KB
Volume
66
Category
Article
ISSN
0006-3444

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The variance ratio and trend stationary
โœ Shlomo Zilca ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 104 KB

## Abstract This paper shows that a constrained autoregressive model that assigns linearly decreasing weights to past observations of a stationary time series has important links to the variance ratio methodology and trend stationary model. It is demonstrated that the proposed autoregressive model