Bayesian classification with multivariate autoregressive sources that might have different orders

DOI10.1080/03610919508813259zbMath0850.62652OpenAlexW2024221714MaRDI QIDQ4859857

M. Al-Mahmeed, Samir Moustafa Shaarawy

Publication date: 15 January 1996

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919508813259

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Bayesian inference (62F15)

Related Items (1)

BAYESIAN CLASSIFICATION OF ARMA SOURCES WITH UNKNOWN ORDER

Cites Work

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• Order selection in nonstationary autoregressive models
• Time series discrimination by higher order crossings
• Fully Bayesian analysis of ARMA time series models
• Bayesian Inferences and Forecasts With Multiple Autoregressive Moving Average Models
• Modeling Multiple Times Series with Applications

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