مرکز منطقه ای اطلاع رساني علوم و فناوري - Bayesian Comparison of ARIMA and Stationary ARMA Models

Title of article :

Bayesian Comparison of ARIMA and Stationary ARMA Models

Author/Authors :

John Marriott، نويسنده , , Paul Newbold، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1998

Pages :

From page :

323

To page :

336

Keywords :

comparison , Posterior odds , Time series models , random walk , Unit autoregressive roots.

Journal title :

International Statistical Review

Serial Year :

1998

Journal title :

International Statistical Review

Record number :

290762

Link To Document :