Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes (Q2722252): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/1467-9892.00212 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2084077149 / rank | |||
Normal rank | |||
Latest revision as of 00:56, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes |
scientific article |
Statements
Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes (English)
0 references
11 July 2001
0 references
fractional marginal likelihood
0 references
improper priors
0 references
lag length selection
0 references
vector autoregression
0 references
