Predictive Density Order Selection of Periodic AR Models (Q3527751)
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scientific article; zbMATH DE number 5348404
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| default for all languages | No label defined |
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| English | Predictive Density Order Selection of Periodic AR Models |
scientific article; zbMATH DE number 5348404 |
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Predictive Density Order Selection of Periodic AR Models (English)
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30 September 2008
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Bayesian approach
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non-informative prior densities
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periodic autoregressive model
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predictive density criterion
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0.7952688336372375
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0.7654855251312256
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0.7636061310768127
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0.7610514760017395
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