scientific article; zbMATH DE number 4176285

MaRDI QIDQ3200429zbMATH OpenFDO

Authors D. S. Poskitt

Publication date 1988

zbMATH Keywords

asymptotic Bayes rule for order determinationlarge-sample behavior of the posterior expected utilitymodel specificationoperational characteristicsstructural indicesstructure selectiontime seriesvector processes

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(1)

• A note on a Bayesian order determination procedure for vectorautoregressive processes

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