Bayes Arma Model Determination: Some Empirical Evidence

D. S. Poskitt

doi:10.1111/j.1467-842X.1987.tb00750.x

Bayes Arma Model Determination: Some Empirical Evidence

D. S. Poskitt

Research output: Contribution to journal › Article › Research › peer-review

Abstract

In this paper the operational characteristics of a Bayesian procedure for autoregressive moving‐average model determination are considered. Finite sample bias is considered and the consequences of employing a data taper investigated.

Original language	English
Pages (from-to)	334-347
Number of pages	14
Journal	Australian Journal of Statistics
Volume	29
Issue number	3
DOIs	https://doi.org/10.1111/j.1467-842X.1987.tb00750.x
Publication status	Published - 1 Jan 1987
Externally published	Yes

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10.1111/j.1467-842X.1987.tb00750.x

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title = "Bayes Arma Model Determination: Some Empirical Evidence",

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Bayes Arma Model Determination: Some Empirical Evidence

Abstract

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