Bayesian model order selection of vector moving average processes (Q2884872)
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scientific article; zbMATH DE number 6036664
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| English | Bayesian model order selection of vector moving average processes |
scientific article; zbMATH DE number 6036664 |
Statements
Bayesian Model Order Selection of Vector Moving Average Processes (English)
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18 May 2012
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AIC technique
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identification
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likelihood function
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matrix normal-Wishart distribution
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probability mass function
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vector moving average processes
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0.8749263882637024
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0.8509467840194702
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0.8426408171653748
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0.8068397641181946
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0.7996587753295898
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