Subset selection of autoregressive time series models

Journal of Forecasting

Volumn 18, Issue 7, 1999, Pages 505-516

  Chen, Cathy W S ^a  

^a FENG CHIA UNIVERSITY   (Taiwan)

Author keywords

Gibbs sampler; Hierarchical Bayes; Latent variables; MCMC method; Stochastic search variable selection

Indexed keywords

EID: 0013182331     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-131X(199912)18:7<505::AID-FOR728>3.0.CO;2-U     Document Type: Article

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