Bayesian Subset Selection of Seasonal Autoregressive Models
Seasonal autoregressive (SAR) models have many applications in different fields, such as economics and finance. It is well known in the literature that these models are nonlinear in their coefficients and that their Bayesian analysis is complicated. Accordingly, choosing the best subset of these mod...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-06-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/11/13/2878 |