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Katerine Zuniga Lastra1, Guilherme Pumi1, Taiane Schaedler Prass1
1Instituto de Matemática e Estatística and Programa de Pós-Graduação em Estatística, Universidade Federal do Rio Grande do Sul, Porto Alegre, Brazil.
这项研究引入了贝叶斯的方法来选择在一般自回归移动平均 (GARMA) 模型中计数时间序列的顺序选择. 与传统的信息标准相比,可逆跳马尔科夫链蒙特卡洛方法可以改善模型识别.
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