Bayesian Model Order Selection of Vector Moving Average Processes (Q2884872)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Model Order Selection of Vector Moving Average Processes |
scientific article |
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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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