Identification of moving average models: a Bayesian approach

DOI10.17654/ADASAUG2015_079_096MaRDI QIDQ2795808zbMATH OpenFDO

Authors Mohamed A. Ismail, Essam A. Ahmed, Howaida M. Ezz El-Din

Publication date 22 March 2016

Published in Advances and Applications in Statistics (Search for Journal in Brave)

Full work available at URL http://www.pphmj.com/abstract/9358.htm

zbMATH Keywords

multivariate \(t\) distributionmoving average modelsnormal gamma densityposterior probability mass function

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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