Predictive Density Order Selection of Periodic AR Models (Q3527751)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predictive Density Order Selection of Periodic AR Models |
scientific article |
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Predictive Density Order Selection of Periodic AR Models (English)
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30 September 2008
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Bayesian approach
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non-informative prior densities
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periodic autoregressive model
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predictive density criterion
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