Partial autocorrelations from a Bayesian viewpoint and orthogonal parametrization

zbMath0341.62072MaRDI QIDQ1231738

Irwin Guttman, Gwilym Jenkins, G. E. P. Box

Publication date: 1973

Published in: Metron (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)

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