Bayesian Subset Model Selection for Time Series (Q4677036)

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scientific article; zbMATH DE number 2169608
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Bayesian Subset Model Selection for Time Series
scientific article; zbMATH DE number 2169608

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    Bayesian Subset Model Selection for Time Series (English)
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    20 May 2005
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    ARMA
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    bilinear and SETAR models
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    Bayesian subset model selection
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    reversible jump Markov chain Monte Carlo
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