Bayesian Identification of Seasonal Multivariate Autoregressive Processes (Q5259096)
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scientific article; zbMATH DE number 6449751
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Identification of Seasonal Multivariate Autoregressive Processes |
scientific article; zbMATH DE number 6449751 |
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Bayesian Identification of Seasonal Multivariate Autoregressive Processes (English)
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24 June 2015
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identification
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seasonal multivariate autoregressive processes
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conditional likelihood function
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matrix normal-Wishart distribution
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posterior mass function
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