IDENTIFICATION OF MOVING AVERAGE MODELS: A BAYESIAN APPROACH (Q2795808): Difference between revisions

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Latest revision as of 08:33, 5 March 2024

scientific article
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IDENTIFICATION OF MOVING AVERAGE MODELS: A BAYESIAN APPROACH
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    IDENTIFICATION OF MOVING AVERAGE MODELS: A BAYESIAN APPROACH (English)
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    22 March 2016
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    moving average models
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    normal gamma density
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    posterior probability mass function
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    multivariate \(t\) distribution
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