A Direct Bayesian Technique to Select the Order of Bivariate autoregressive Processes
Model Identification step plays an important and difficult part in time series analysis because the other steps of analysis depend on it and its accuracy. This article proposes an exact direct Bayesian technique to identify the order of bivariate autoregressive processes using Jeffreys' vague prior....
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| Principais autores: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
Cairo University, Faculty of Graduate Studies for Statistical Research (FGSSR)
2006-06-01
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| Series: | The Egyptian Statistical Journal |
| Assuntos: | |
| Acceso en liña: | https://esju.journals.ekb.eg/article_313454_429b2b36f6ff548b5aa5e7fb4c2e0592.pdf |
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