Bayesian Identification of Multivariate Autoregressive Processes (Q5458002)
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scientific article; zbMATH DE number 5261958
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Identification of Multivariate Autoregressive Processes |
scientific article; zbMATH DE number 5261958 |
Statements
Bayesian Identification of Multivariate Autoregressive Processes (English)
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10 April 2008
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conditional likelihood function
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identification
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matrix normal-Wishart distribution
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multivariate autoregressive processes
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probability mass function
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