Comments on "A Bayesian comparison of different classes of dynamic model using empirical data"

DOI10.1109/TAC.1979.1102036zbMATH Open0414.62010OpenAlexW1972042183MaRDI QIDQ3049650FDOQ3049650

Authors: Petre Stoica 

Publication date: 1979

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1979.1102036

zbMATH Keywords

time seriesdynamic modelnumerical comparisonF-testempirical datastructure determinationAkaike's criteriaBayesian comparisontest of residual whiteness

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99) Bayesian problems; characterization of Bayes procedures (62C10) Inference from stochastic processes and spectral analysis (62M15)

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