时间序列的AR及ARMA模型的阶数的贝叶斯判据

王文玉

THE BAYESIAN ESTIMATER OF THE ORDERS OF AR(k) AND ARMA(p,q) MODELS OF TIME SERIES

Wang Wen-yu

应用数学学报 . 1984, (2): 185 -195 . DOI: 10.12387/C1984023