IDENTIFICATION OF MOVING AVERAGE MODELS: A BAYESIAN APPROACH

DOI10.17654/ADASAug2015_079_096zbMath1333.62211MaRDI QIDQ2795808

Howaida M. Ezz El-Din, Essam A. Ahmed, Mohamed A. Ismail

Publication date: 22 March 2016

Published in: Advances and Applications in Statistics (Search for Journal in Brave)

Full work available at URL: http://www.pphmj.com/abstract/9358.htm

zbMATH Keywords

moving average modelsmultivariate \(t\) distributionnormal gamma densityposterior probability mass function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Probability distributions: general theory (60E05)

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