On the Application of Algorithmic Probability to Autoregressive Models (Q2868426)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the Application of Algorithmic Probability to Autoregressive Models |
scientific article |
Statements
On the Application of Algorithmic Probability to Autoregressive Models (English)
0 references
17 December 2013
0 references
algorithmic probability
0 references
predictive probability
0 references
model weights
0 references
information criteria
0 references
autoregressive time series
0 references
Monte Carlo method
0 references