Bayesian classification with multivariate autoregressive sources that might have different orders

DOI10.1080/03610919508813259MaRDI QIDQ4859857zbMATH OpenOpenAlexFDO

Authors Samir Moustafa Shaarawy, M. Al-Mahmeed

Publication date 15 January 1996

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919508813259

Mathematics Subject Classification ID

Bayesian inference (62F15) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

• Bayesian Inferences and Forecasts With Multiple Autoregressive Moving Average Models
• Fully Bayesian analysis of ARMA time series models
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• Modeling Multiple Times Series with Applications
• Order selection in nonstationary autoregressive models
• Time series discrimination by higher order crossings

Cited in

(1)

• BAYESIAN CLASSIFICATION OF ARMA SOURCES WITH UNKNOWN ORDER

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