An Effectiveness Study Of Bayesian Identification Techniques for ARMA Models

Efficiency of the approximate Bayesian Prediction of ARMA Models: A Simulation Study

Locally Weighted Learning for ARMA Time Series.

Bayesian GLS Identification of Autoregressive Moving Average Models

bayesian inference for threshold ARMA models

Indirect and direct bayesian techniques to identify the orders of vector arma processes

Bayesian Identification of Seasonal Vector ARMA Processes

Model Identification step plays an important and difficult part in time series analysis because the other steps of analysis depend on it and its accuracy. This article proposes a

Bayesian Classification with Arma Sources

Estimating the Orders of Bivariate Mixed ARMA (p,q) Processes Using Bayesian Approach