We propose a solution to select promising subsets of autoregressive time series models for further consideration which follows up on the idea of the stochastic search variable selection procedure in . It is based on a Bayesian approach which is unconditional on the initial terms. The autoregression
β¦ LIBER β¦
Mixture periodic autoregressive time series models
β Scribed by Q. Shao
- Book ID
- 108267300
- Publisher
- Elsevier Science
- Year
- 2006
- Tongue
- English
- Weight
- 248 KB
- Volume
- 76
- Category
- Article
- ISSN
- 0167-7152
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