Journal article

On time series model selection involving many candidate ARMA models

Guoqi Qian, Xindong Zhao

Computational Statistics & Data Analysis | ELSEVIER SCIENCE BV | Published : 2007

DOI: 10.1016/j.csda.2006.12.044

University of Melbourne Researchers

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Keywords

Physical Sciences
Mathematics
Technology
Unit-Root
Regression
Science & Technology
Computer Science
Statistics & Probability
Gibbs Sampler and Time Series Model Selection
Autoregressive-Moving Average (arma) Models
Order
Computer Science, Interdisciplinary Applications