DocumentCode
829354
Title
Comments on "A Bayesian comparison of different classes of dynamic model using empirical data"
Author
Stoica, Petre
Author_Institution
Institutul Politehnic Bucuresti, Bucharest, Romania
Volume
24
Issue
3
fYear
1979
fDate
6/1/1979 12:00:00 AM
Firstpage
516
Lastpage
517
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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1979.1102036
Filename
1102036
Link To Document