ROBUST BAYESIAN ESTIMATION OF AUTOREGRESSIVE‐‐MOVING‐AVERAGE MODELS (Q4337822)
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scientific article; zbMATH DE number 1013417
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| English | ROBUST BAYESIAN ESTIMATION OF AUTOREGRESSIVE‐‐MOVING‐AVERAGE MODELS |
scientific article; zbMATH DE number 1013417 |
Statements
ROBUST BAYESIAN ESTIMATION OF AUTOREGRESSIVE‐‐MOVING‐AVERAGE MODELS (English)
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18 May 2000
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invertibility
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order selection
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stationarity
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time series
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outliers
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Markov chain Monte Carlo
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0.9353636
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0.9327363
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0.9237837
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0.9228614
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0.9178581
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