مرکز منطقه ای اطلاع رساني علوم و فناوري - Bayesian analysis of autoregressive moving average processes with unknown orders

Title of article :

Bayesian analysis of autoregressive moving average processes with unknown orders

Author/Authors :

Anne Philippe، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

1904

To page :

1923

Keywords :

Point process , Stationarity , Birth–death process , latent variables , Model selection , MCMC algorithm , invertibility

Journal title :

Computational Statistics and Data Analysis

Serial Year :

2006

Journal title :

Computational Statistics and Data Analysis

Record number :

308143

Link To Document :