Full Bayesian analysis of double seasonal autoregressive models with real applications

DOI10.1080/02664763.2023.2211754MaRDI QIDQ6579828FDOQ6579828

Authors: Ayman A. Amin 

Publication date: 26 July 2024

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

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

Cites Work

• The Calculation of Posterior Distributions by Data Augmentation
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• Triple seasonal methods for short-term electricity demand forecasting
• Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
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• Best Subset Selection of Autoregressive Models with Exogenous Variables and Generalized Autoregressive Conditional Heteroscedasticity Errors
• Bayesian subset selection for threshold autoregressive moving-average models
• Bayesian analysis of double seasonal autoregressive models
• Bayesian Identification of Seasonal Autoregressive Models
• Bayesian inference for double SARMA models
• Bayesian identification of double seasonal autoregressive time series models
• Bayesian Inference for Double Seasonal Moving Average Models: A Gibbs Sampling Approach
• Sensitivity to Prior Specification in Bayesian Identification of Autoregressive Time Series Models

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