On goodness of fit for time series regression models (Q2746331): Difference between revisions
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| Property / cites work: Bayes regression with autoregressive errors. A Gibbs sampling approach / rank | |||
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| Property / cites work: Bayes inference in regression models with ARMA\((p,q)\) errors / rank | |||
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| Property / cites work: Diagnostics for Time Series Analysis / rank | |||
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| Property / cites work: Filtering via Simulation: Auxiliary Particle Filters / rank | |||
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| Property / cites work: Remarks on a Multivariate Transformation / rank | |||
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Latest revision as of 19:21, 3 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On goodness of fit for time series regression models |
scientific article |
Statements
On goodness of fit for time series regression models (English)
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10 November 2003
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MCMC
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importance sampling
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particle filters
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model adequacy
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Markov chain Monte Carlo
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