On the Application of Algorithmic Probability to Autoregressive Models

DOI10.1007/978-3-642-44958-1_29zbMath1407.62328OpenAlexW1025152890MaRDI QIDQ2868426

Ray J. Solomonoff, Elias G. Saleeby

Publication date: 17 December 2013

Published in: Algorithmic Probability and Friends. Bayesian Prediction and Artificial Intelligence (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-44958-1_29

zbMATH Keywords

Monte Carlo methodautoregressive time seriesalgorithmic probabilityinformation criteriapredictive probabilitymodel weights

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Algorithmic information theory (Kolmogorov complexity, etc.) (68Q30)

Related Items (2)

On intersection volumes of confidence hyper-ellipsoids and two geometric Monte Carlo methods ⋮ On the sample-mean method for computing hyper-volumes

This page was built for publication: On the Application of Algorithmic Probability to Autoregressive Models