Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes (Q2722252)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes |
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Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes (English)
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11 July 2001
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fractional marginal likelihood
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improper priors
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lag length selection
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vector autoregression
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