On the Application of Algorithmic Probability to Autoregressive Models (Q2868426)
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scientific article; zbMATH DE number 6238922
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the Application of Algorithmic Probability to Autoregressive Models |
scientific article; zbMATH DE number 6238922 |
Statements
On the Application of Algorithmic Probability to Autoregressive Models (English)
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17 December 2013
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algorithmic probability
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predictive probability
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model weights
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information criteria
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autoregressive time series
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Monte Carlo method
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0.88562673
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0.8828462
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0.8808635
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0.8781865
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0.8777255
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0.87088776
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