A Bayesian extension of the minimum AIC procedure of autoregressive model fitting
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Publication:4194328
DOI10.1093/biomet/66.2.237zbMath0407.62064OpenAlexW2111292279WikidataQ61440894 ScholiaQ61440894MaRDI QIDQ4194328
Publication date: 1979
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/66.2.237
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)
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