Pages that link to "Item:Q4677036"
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The following pages link to Bayesian Subset Model Selection for Time Series (Q4677036):
Displaying 10 items.
- A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models (Q1362024) (← links)
- Subset selection of double-threshold moving average models through the application of the Bayesian method (Q2073563) (← links)
- Bayesian subset selection for threshold autoregressive moving-average models (Q2513329) (← links)
- Improved model selection criteria for SETAR time series models (Q2643276) (← links)
- A robust algorithm in sequentially selecting subset time series system using neural networks (Q2744941) (← links)
- ON THE SELECTION OF SUBSET AUTOREGRESSIVE TIME SERIES MODELS (Q3341715) (← links)
- Partial autocorrelation parameterization for subset autoregression (Q3440751) (← links)
- (Q4507926) (← links)
- REFINEMENTS TO MODEL SELECTION FOR NONLINEAR TIME SERIES (Q4669155) (← links)
- Time-varying multi-regime models fitting by genetic algorithms (Q4979105) (← links)
