Title :
Comments on "A Bayesian comparison of different classes of dynamic model using empirical data"
Author_Institution :
Institutul Politehnic Bucuresti, Bucharest, Romania
fDate :
6/1/1979 12:00:00 AM
Abstract :
ln this note the method proposed in the above paper for structure determination of time series is numerically compared with other well-known methods: the F-test, Akaike´s criteria, and the test of residual whiteness.
Keywords :
Bayesian methods; Predictive models; Random variables; Testing;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1979.1102036
