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
Selection and estimation of component models for seasonal time series
β Scribed by John Haywood; Granville Tunnicliffe Wilson
- Publisher
- John Wiley and Sons
- Year
- 2000
- Tongue
- English
- Weight
- 285 KB
- Volume
- 19
- Category
- Article
- ISSN
- 0277-6693
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