scientific article

zbMath0763.62046MaRDI QIDQ3999264

Sandor M. Veres

Publication date: 23 January 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

consistencyMATLABconvergence rateasymptotic theorymartingale convergenceAICBICinformation criteriastochastic complexitydiscrete-time modelstime-series analysisPascal routinesmodel ordersselection of model structuredemonstration programsBayesian order estimatorscontinuous time linear modelsmodel structure validationposterior maximum probabilityprinciple of shortest data descriptionsimulation comparison of methods

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items (1)

Twenty-one ML estimators for model selection

Uses Software

• Matlab

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