A Bayes Procedure for the Identification of Univariate Time Series Models
Work
Year: 1986
Type: article
Abstract: This paper is concerned with model selection in time series analysis. An identification criterion is presented that is asymptotically equivalent to a Bayes decision rule. The discussion is conducted i... more
Source: The Annals of Statistics
Author D. S. Poskitt
Cites: 24
Cited by: 5
Related to: 10
FWCI: 1.483
Citation percentile (by year/subfield): 64.98
Subfield: Control and Systems Engineering
Field: Engineering
Domain: Physical Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: bronze