A Bayesian extension of the minimum AIC procedure of autoregressive model fitting (Q4194328)

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scientific article; zbMATH DE number 3633584
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A Bayesian extension of the minimum AIC procedure of autoregressive model fitting
scientific article; zbMATH DE number 3633584

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    A Bayesian extension of the minimum AIC procedure of autoregressive model fitting (English)
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    1979
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    Fitting of Autoregressive Models
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    Numerical Examples
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    Bayesian Procedure
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    Aic Statistics
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    Prediction
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    Fpe
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