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Bayesian Identification of Moving Average Models - MaRDI portal

Bayesian Identification of Moving Average Models (Q5421578)

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scientific article; zbMATH DE number 5204493
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English
Bayesian Identification of Moving Average Models
scientific article; zbMATH DE number 5204493

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    Bayesian Identification of Moving Average Models (English)
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    24 October 2007
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    automatic techniques
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    identification
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    moving average processes
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    normal gamma density
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    posterior probability mass function
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