IDENTIFICATION OF MOVING AVERAGE MODELS: A BAYESIAN APPROACH
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Publication:2795808
DOI10.17654/ADASAug2015_079_096zbMath1333.62211MaRDI QIDQ2795808
Howaida M. Ezz El-Din, Essam A. Ahmed, Mohamed A. Ismail
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
moving average modelsmultivariate \(t\) distributionnormal gamma densityposterior probability mass function
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Probability distributions: general theory (60E05)
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