Bayesian comparison of ARIMA and stationary ARMA models
Year of publication: |
1998
|
---|---|
Authors: | Marriott, John Arthur Ransome ; Newbold, Paul |
Published in: |
International statistical review : a journal of the International Statistical Institute and its associations. - Oxford : Wiley-Blackwell, ISSN 0020-8779, ZDB-ID 185055-6. - Vol. 66.1998, 3, p. 323-336
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
-
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
-
Time series analysis of export demand equations : a cross-country analysis
Senhadji-Semlali, Abdel, (1999)
-
Is seasonal adjustment a linear or nonlinear data filtering process?
Ghysels, Eric, (1995)
- More ...
-
Marriott, John Arthur Ransome, (2000)
-
Special issue of Econometric theory in honor of Paul Newbold : guest editors' introduction
Leybourne, Stephen James, (2009)
-
Marriott, John Arthur Ransome, (1927)
- More ...