Bayesian analysis of autoregressive moving average processes with unknown orders (Q1010539)

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scientific article; zbMATH DE number 5540535
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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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