scientific article; zbMATH DE number 6929012

MaRDI QIDQ4584258zbMATHFDO

Authors Guochao Zhang, Qingming Gui, Changran Duan, Peng Zhao

Publication date 29 August 2018

Full work available at URL http://ijpam.uniud.it/online_issue/201839/52-Guochao%20Zhang-Qingming%20Gui-Changran%20Duan-Peng%20Zhao.pdf

zbMATH Keywords

time seriesARMA modelGibbs samplingmodel fittingBayesian statistic

Mathematics Subject Classification ID

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

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(8)

• A Bayesian analysis of spectral ARMA model
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• BAYESIAN CLASSIFICATION OF ARMA SOURCES WITH UNKNOWN ORDER
• scientific article; zbMATH DE number 3854246 (Why is no real title available?)
• Bayesian Comparison of ARIMA and Stationary ARMA Models
• Bayesian analysis of autoregressive moving average processes with unknown orders

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