A Bayesian comparison of different classes of dynamic models using empirical data
From MaRDI portal
Publication:4148634
DOI10.1109/TAC.1977.1101594zbMath0369.62007OpenAlexW1972218725MaRDI QIDQ4148634
Publication date: 1977
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.1977.1101594
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian problems; characterization of Bayes procedures (62C10) Stochastic analysis (60H99)
Related Items (16)
When are two multivariate random processes indistinguishable ⋮ Dynamical effects of overparametrization in nonlinear models ⋮ Term clustering and the order selection of linear continuous systems ⋮ Structure identification of nonlinear dynamic systems - A survey on input/output approaches ⋮ Model-structure selection by cross-validation ⋮ Model selection and validation methods for non-linear systems ⋮ Maximum likelihood and prediction error methods ⋮ Application of a general multi-model approach for identification of highly nonlinear processes-a case study ⋮ Growing regression tree forests by classification for continuous object pose estimation ⋮ Synthesis or selection of forecasting models ⋮ Application and comparison of different identification schemes under industrial conditions ⋮ ON THE CHOICE OF THE ORDER OF AUTOREGRESSIVE MODELS: A RANKING AND SELECTION APPROACH ⋮ Selecting nonlinear time series models using information criteria ⋮ AR and ARMA spectral estimation ⋮ Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching ⋮ On the parsimony principle
This page was built for publication: A Bayesian comparison of different classes of dynamic models using empirical data
