Efficient order selection algorithms for integer-valued ARMA processes (Q3077639)
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scientific article; zbMATH DE number 5855757
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| English | Efficient order selection algorithms for integer-valued ARMA processes |
scientific article; zbMATH DE number 5855757 |
Statements
Efficient order selection algorithms for integer-valued ARMA processes (English)
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22 February 2011
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integer-valued time series
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reversible jump MCMC
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EM algorithm
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count data
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0.8475853800773621
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0.7910160422325134
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0.7633615732192993
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