• 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