Bayesian analysis of autoregressive moving average processes with unknown orders (Q1010539)
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scientific article; zbMATH DE number 5540535
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian analysis of autoregressive moving average processes with unknown orders |
scientific article; zbMATH DE number 5540535 |
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Bayesian analysis of autoregressive moving average processes with unknown orders (English)
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6 April 2009
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birth-death process
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invertibility
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latent variables
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MCMC algorithm
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model selection
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point process
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stationarity
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