Bayesian inference for double SARMA models
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Cites work
- A comparison of univariate time series methods for forecasting intraday arrivals at a call center
- Bayes inference in regression models with ARMA\((p,q)\) errors
- Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
- Bayesian Identification of Seasonal Autoregressive Models
- Bayesian Inference for Double Seasonal Moving Average Models: A Gibbs Sampling Approach
- Bayesian inference on double seasonal autoregressive models
- Forecasting time series with complex seasonal patterns using exponential smoothing
- scientific article; zbMATH DE number 4176283 (Why is no real title available?)
- scientific article; zbMATH DE number 2147409 (Why is no real title available?)
- ROBUST BAYESIAN ESTIMATION OF AUTOREGRESSIVE‐‐MOVING‐AVERAGE MODELS
- Short-term electricity demand forecasting using double seasonal exponential smoothing
- Statistical decision theory and Bayesian analysis. 2nd ed
Cited in
(8)- Bayesian analysis of double seasonal autoregressive models
- Bayesian inference on double seasonal autoregressive 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
- Full Bayesian analysis of triple seasonal autoregressive models
- Gibbs sampler for Bayesian prediction of triple seasonal autoregressive processes
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