Optimal Choice of AR and MA Parts in Autoregressive Moving Average Models
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Publication:3660659
DOI10.1109/TPAMI.1982.4767213zbMath0514.62009WikidataQ84832196 ScholiaQ84832196MaRDI QIDQ3660659
Publication date: 1982
Published in: IEEE Transactions on Pattern Analysis and Machine Intelligence (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62C10: Bayesian problems; characterization of Bayes procedures
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