scientific article; zbMATH DE number 7008324
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Publication:4614107
zbMath1475.62239arXiv1801.03222MaRDI QIDQ4614107
Jinwen Qiu, Ning Ning, Sreenivasa Rao Jammalamadaka
Publication date: 30 January 2019
Full work available at URL: https://arxiv.org/abs/1801.03222
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
predictionestimationmultivariate time seriesBayesian model averagingfeature selectioncyclical component
Inference from stochastic processes and prediction (62M20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)
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