Fully Bayesian analysis of ARMA time series models (Q1838260)
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English | Fully Bayesian analysis of ARMA time series models |
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Fully Bayesian analysis of ARMA time series models (English)
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1983
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ARMA time series models
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autoregressive-moving average models
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posterior distribution
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order determination
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Bayes factor
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loss function
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prior distribution
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conjugate priors
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forecasts
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