Deteksi Pencilan pada Model ARIMA dengan Bayesian Information Criterion (BIC) Termodifikasi
نویسندگان
چکیده
منابع مشابه
Bayes Factors and BIC Comment on “ A Critique of the Bayesian Information Criterion for Model Selection ”
I would like to thank David L. Weakliem (1999 [this issue]) for a thought-provoking discussion of the basis of the Bayesian information criterion (BIC). We may be in closer agreement than one might think from reading his article. When writing about Bayesian model selection for social researchers, I focused on the BIC approximation on the grounds that it is easily implemented and often reasonabl...
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ژورنال
عنوان ژورنال: STATISTIKA: Journal of Theoretical Statistics and Its Applications
سال: 2019
ISSN: 2599-2538,1411-5891
DOI: 10.29313/jstat.v19i1.4740