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
Prediction of multivariate time series by autoregressive model fitting
β Scribed by Richard Lewis; Gregory C Reinsel
- Publisher
- Elsevier Science
- Year
- 1985
- Tongue
- English
- Weight
- 900 KB
- Volume
- 16
- Category
- Article
- ISSN
- 0047-259X
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