Bayesian identification of seasonal multivariate autoregressive processes (Q5259096)
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scientific article; zbMATH DE number 6449751
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| English | Bayesian identification of seasonal multivariate autoregressive processes |
scientific article; zbMATH DE number 6449751 |
Statements
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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0.9224088788032532
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0.9012905359268188
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0.8068397641181946
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0.8049517869949341
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0.7693710923194885
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