scientific article; zbMATH DE number 2147409

MaRDI QIDQ4659072zbMATH OpenFDO

Authors

Publication date 21 March 2005

zbMATH Keywords

Gibbs samplingmultiplicative modelposterior distributionprediction

Mathematics Subject Classification ID

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

Recommendations

• Bayesian analysis of double seasonal autoregressive models
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Cited in

(9)

• Bayesian analysis of double seasonal autoregressive models
• Bayesian inference on double seasonal autoregressive models
• Beta seasonal autoregressive moving average models
• Bayesian analysis of seasonal variation when the sample size and the amplitude are small
• Bayesian inference for double SARMA models
• Bayesian analysis of multiplicative seasonal threshold autoregressive processes
• Grow-up seasonal time series
• Bayesian estimation of seasonal autoregressive models with scale-mixtures of normal errors
• Bayesian modeling and forecasting of seasonal autoregressive models with scale-mixtures of normal errors

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