Fully Bayesian analysis of ARMA time series models (Q1838260)

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scientific article; zbMATH DE number 3804715
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Fully Bayesian analysis of ARMA time series models
scientific article; zbMATH DE number 3804715

    Statements

    Fully Bayesian analysis of ARMA time series models (English)
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    1983
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    ARMA time series models
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    autoregressive-moving average models
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    posterior distribution
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    order determination
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    Bayes factor
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    loss function
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    prior distribution
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    conjugate priors
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    forecasts
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