๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

ON THE SELECTION OF SUBSET AUTOREGRESSIVE TIME SERIES MODELS

โœ Scribed by V. Haggan; O. B. Oyetunji


Book ID
111039451
Publisher
John Wiley and Sons
Year
1984
Tongue
English
Weight
503 KB
Volume
5
Category
Article
ISSN
0143-9782

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Subset selection of autoregressive time
โœ Cathy W. S. Chen ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 155 KB ๐Ÿ‘ 2 views

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