Bayesian Identification of Seasonal Autoregressive Models

DOI10.1081/STA-120019963zbMATH Open1107.62360MaRDI QIDQ4807622FDOQ4807622

Authors: Samir Moustafa Shaarawy, S. S. Ali 

Publication date: 19 May 2003

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

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• scientific article; zbMATH DE number 3854246

Mathematics Subject Classification ID

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

Cites Work

• Estimating the dimension of a model
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• Fitting autoregressive models for prediction
• Selection of the order of an autoregressive model by Akaike's information criterion
• Modeling by shortest data description
• Statistical predictor identification
• Order selection in nonstationary autoregressive models
• Fully Bayesian analysis of ARMA time series models
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Cited In (12)

• Periodic autoregressive model identification using genetic algorithms
• Full Bayesian analysis of double seasonal autoregressive models with real applications
• Bayesian identification of seasonal multivariate autoregressive processes
• Bayesian analysis of double seasonal autoregressive models
• Bayesian Identification of Multivariate Autoregressive Processes
• Automatic identification of seasonal transfer function models by means of iterative stepwise and genetic algorithms
• Bayesian analysis of seasonal variation when the sample size and the amplitude are small
• Bayesian model order selection of vector moving average processes
• Bayesian Identification of Moving Average Models
• Bayesian inference for double SARMA models
• Bayesian identification of double seasonal autoregressive time series models
• Title not available (Why is that?)

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