Pages that link to "Item:Q5085931"
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The following pages link to Kullback-Leibler divergence to evaluate posterior sensitivity to different priors for autoregressive time series models (Q5085931):
Displaying 5 items.
- A corrected Akaike criterion based on Kullback's symmetric divergence: applications in time series, multiple and multivariate regression (Q959247) (← links)
- Bayesian analysis of double seasonal autoregressive models (Q2023798) (← links)
- Bayesian identification of double seasonal autoregressive time series models (Q5087521) (← links)
- Gibbs sampling for Bayesian estimation of triple seasonal autoregressive models (Q6096192) (← links)
- Full Bayesian analysis of double seasonal autoregressive models with real applications (Q6579828) (← links)
