On time series model selection involving many candidate ARMA models
type: Item
instance of: scholarly article
title: On time series model selection involving many candidate ARMA models
zbMATH Open document ID: 1445.62237
author: Guoqi Qian
author: Xindong Zhao
published in: Computational Statistics and Data Analysis
publication date: 2009-06-02T00:00:00Z
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 5560101
zbMATH Keywords: autoregressive-moving average (ARMA) models
zbMATH Keywords: Gibbs sampler and time series model selection
describes a project that uses: itsmr
describes a project that uses: R
MaRDI profile type: Publication
full work available at URL: j.csda.2006.12.044
OpenAlex ID: W2168917063
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DOI: 10.1016/J.CSDA.2006.12.044
description: scientific article; zbMATH DE number 5560101