Bayesian Identification of Seasonal Autoregressive Models

DOI10.1081/STA-120019963MaRDI QIDQ4807622zbMATH OpenFDO

Authors Samir Moustafa Shaarawy, S. S. Ali

Publication date 19 May 2003

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Bayesian identification of seasonal multivariate autoregressive processes
• Bayesian Identification of Multivariate Autoregressive Processes
• Bayesian analysis of autoregressive moving average processes with unknown orders
• Bayesian Identification of Moving Average Models
• scientific article; zbMATH DE number 3854246

Cites work

• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• scientific article; zbMATH DE number 3713041 (Why is no real title available?)
• scientific article; zbMATH DE number 3639010 (Why is no real title available?)
• scientific article; zbMATH DE number 194737 (Why is no real title available?)
• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• A new look at the statistical model identification
• Estimating the dimension of a model
• Fitting autoregressive models for prediction
• Fully Bayesian analysis of ARMA time series models
• Modeling by shortest data description
• Order selection in nonstationary autoregressive models
• Selection of the order of an autoregressive model by Akaike's information criterion
• Statistical predictor identification

Cited in

(12)

• Periodic autoregressive model identification using genetic algorithms
• Full Bayesian analysis of double seasonal autoregressive models with real applications
• Bayesian identification of seasonal multivariate autoregressive processes
• Bayesian analysis of double seasonal autoregressive models
• Bayesian Identification of Multivariate Autoregressive Processes
• Automatic identification of seasonal transfer function models by means of iterative stepwise and genetic algorithms
• Bayesian analysis of seasonal variation when the sample size and the amplitude are small
• Bayesian model order selection of vector moving average processes
• Bayesian Identification of Moving Average Models
• Bayesian inference for double SARMA models
• Bayesian identification of double seasonal autoregressive time series models
• scientific article; zbMATH DE number 2147409 (Why is no real title available?)

This page was built for publication: Bayesian Identification of Seasonal Autoregressive Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4807622)