Pages that link to "Item:Q3660659"

The following pages link to Optimal Choice of AR and MA Parts in Autoregressive Moving Average Models (Q3660659):

Displaying 16 items.

• Hybrid nested sampling algorithm for Bayesian model selection applied to inverse subsurface flow problems (Q348583) (← links)
• Dependence of Bayesian model selection criteria and Fisher information matrix on sample size (Q415628) (← links)
• Yeast for mathematicians: a ferment of discovery and model competition to describe data (Q526623) (← links)
• A review of Markov chain Monte Carlo and information theory tools for inverse problems in subsurface flow (Q695718) (← links)
• An alternate approach to pseudo-likelihood model selection in the generalized linear mixed modeling framework (Q721612) (← links)
• Time-series segmentation: A model and a method (Q1069634) (← links)
• Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions (Q1092542) (← links)
• Estimation of the mixed AR and hidden periodic model (Q1367252) (← links)
• Incorporating subjective and stochastic uncertainty in an interactive multi-objective groundwater calibration framework (Q1731722) (← links)
• Characterizations and generalizations of the negative binomial distribution (Q2155017) (← links)
• Selecting the number of classes under latent class regression: a factor analytic analogue (Q2260056) (← links)
• Bayesian sparse polynomial chaos expansion for global sensitivity analysis (Q2309099) (← links)
• Approximating posterior probabilities in a linear model with possibly noninvertible moving average errors (Q2482605) (← links)
• The method of forced probabilities: a computation trick for Bayesian model evidence (Q2683515) (← links)
• Regression and time series model selection using variants of the schwarz information criterion (Q4346826) (← links)
• On consistency for time series model selection (Q6166021) (← links)