Bayesian Model Order Selection of Vector Moving Average Processes (Q2884872)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bayesian Model Order Selection of Vector Moving Average Processes |
scientific article; zbMATH DE number 6036664
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Model Order Selection of Vector Moving Average Processes |
scientific article; zbMATH DE number 6036664 |
Statements
Bayesian Model Order Selection of Vector Moving Average Processes (English)
0 references
18 May 2012
0 references
AIC technique
0 references
identification
0 references
likelihood function
0 references
matrix normal-Wishart distribution
0 references
probability mass function
0 references
vector moving average processes
0 references
