مقارنة بعض المقدرات المويجية لمعلمات أنموذج إنحدار خطي بأخطاء تتبع أنموذج (ARFIMA)
نویسندگان
چکیده
منابع مشابه
مقارنة بعض آراء "الفناری" بآراء "السیالکوتی" فی حاشیتیهما على المطول (إلى نهایة باب أحوال المسند إلیه)
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Keywords: Bayesian model selection Reversible jump Markov chain Monte Carlo Autoregressive fractional integrated moving average models Long memory processes a b s t r a c t Various model selection criteria such as Akaike information criterion (AIC; Akaike, 1973), Bayesian information criterion (BIC; Akaike, 1979) and Hannan–Quinn criterion (HQC; Hannan, 1980) are used for model specification in...
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ژورنال
عنوان ژورنال: Journal of Economics and Administrative Sciences
سال: 2018
ISSN: 2227-703X,2518-5764
DOI: 10.33095/jeas.v24i104.91