Bayesian Inference for Double Seasonal Moving Average Models: A Gibbs Sampling Approach

DOI10.18187/PJSOR.V13I3.1647OpenAlexW2752607453MaRDI QIDQ5888696

Ayman A. Amin

Publication date: 25 April 2023

Published in: Pakistan Journal of Statistics and Operation Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.18187/pjsor.v13i3.1647

Mathematics Subject Classification ID

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

Related Items (5)

Bayesian inference for double SARMA models ⋮ Kullback-Leibler divergence to evaluate posterior sensitivity to different priors for autoregressive time series models ⋮ Bayesian identification of double seasonal autoregressive time series models ⋮ Gibbs sampling for Bayesian estimation of triple seasonal autoregressive models ⋮ Bayesian analysis of double seasonal autoregressive models

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