Bayesian Inference for Double Seasonal Moving Average Models: A Gibbs Sampling Approach

DOI10.18187/PJSOR.V13I3.1647MaRDI QIDQ5888696zbMATH OpenOpenAlexFDO

Authors Ayman A. Amin

Publication date 25 April 2023

Published in Pakistan Journal of Statistics and Operation Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.18187/pjsor.v13i3.1647

Mathematics Subject Classification ID

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

Cited in

(11)

• Bayesian analysis of double seasonal autoregressive models
• Bayesian inference for double SARMA models
• Kullback-Leibler divergence to evaluate posterior sensitivity to different priors for autoregressive time series models
• Bayesian identification of double seasonal autoregressive time series models
• Gibbs sampling for Bayesian estimation of triple seasonal autoregressive models
• Full Bayesian analysis of double seasonal autoregressive models with real applications
• Bayesian estimation of seasonal autoregressive models with scale-mixtures of normal errors
• Bayesian modeling and forecasting of seasonal autoregressive models with scale-mixtures of normal errors
• Full Bayesian analysis of triple seasonal autoregressive models
• Gibbs sampler for Bayesian prediction of triple seasonal autoregressive processes
• Full Bayesian analysis of seasonal autoregressive models under scale-mixtures of normal errors

This page was built for publication: Bayesian Inference for Double Seasonal Moving Average Models: A Gibbs Sampling Approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5888696)