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Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes

Journal of Time Series Analysis, 22(1): 67--86, 2001.
Authors: Mattias Villani
URL: http://www.blackwell-synergy.com/doi/abs/10.1111/1467-9892.00212
Tags: imported
| URL | BibTeX  
@article{Villani2001,
title = {Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes},
author = {Mattias Villani},
day = {01},
journal = {Journal of Time Series Analysis},
month = {Jan},
note = {doi: 10.1111/1467-9892.00212},
number = {1},
pages = {67--86},
url = {http://www.blackwell-synergy.com/doi/abs/10.1111/1467-9892.00212},
volume = {22},
year = {2001},
keywords = {imported }
}