Efficient order selection algorithms for integer-valued ARMA processes
نویسندگان
چکیده
منابع مشابه
MCMC for Integer Valued ARMA Processes
The Classical statistical inference for integer valued time-series has primarily been restricted to the integer valued autoregressive (INAR) process. Markov chain Monte Carlo (MCMC) methods have been shown to be a useful tool in many branches of statistics and is particularly well suited to integer valued time-series where statistical inference is greatly assisted by data augmentation. Thus in ...
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ژورنال
عنوان ژورنال: Journal of Time Series Analysis
سال: 2009
ISSN: 0143-9782,1467-9892
DOI: 10.1111/j.1467-9892.2008.00592.x