Full Bayesian analysis of double seasonal autoregressive models with real applications
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Publication:6579828
DOI10.1080/02664763.2023.2211754MaRDI QIDQ6579828
Publication date: 26 July 2024
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Statistics (62-XX)
Cites Work
- Bayesian analysis of double seasonal autoregressive models
- Bayesian subset selection for threshold autoregressive moving-average models
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- Triple seasonal methods for short-term electricity demand forecasting
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- Bayesian Identification of Seasonal Autoregressive Models
- 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
- Best Subset Selection of Autoregressive Models with Exogenous Variables and Generalized Autoregressive Conditional Heteroscedasticity Errors
- 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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