Bayesian Comparison of ARIMA and Stationary ARMA Models (Q4231018)
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scientific article; zbMATH DE number 1251548
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Comparison of ARIMA and Stationary ARMA Models |
scientific article; zbMATH DE number 1251548 |
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Bayesian Comparison of ARIMA and Stationary ARMA Models (English)
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10 May 1999
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model comparison
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posterior odds
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random walk
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time series models
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unit autoregressive roots
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