Bayesian Inferences and Forecasts With Multiple Autoregressive Moving Average Models
type: Item
instance of: scholarly article
title: Bayesian Inferences and Forecasts With Multiple Autoregressive Moving Average Models
zbMATH Open document ID: 0695.62221
DOI: 10.1080/03610918908812836
author: Samir Moustafa Shaarawy
publication date: 1989-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 4139141
zbMATH Keywords: multiple ARMA processes
zbMATH Keywords: matric-variate generalization of t distribution
zbMATH Keywords: matrix t-approximation
zbMATH Keywords: posterior distribution
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/03610918908812836
OpenAlex ID: W2012977239
cites work: Analysis of autoregressive-moving average models: Estimation and prediction
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published in: Communications in Statistics. Simulation and Computation
description: scientific article