Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes (Q2722252): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 14:34, 3 February 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
