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

Maximum Likelihood and Modified Maximum Likelihood Estimates of Linear Models with Errors Following Auto Regressive Process

Random Coefficient Non-Gaussian First Order Autoregressive Model

Estimation of the Variance of a Stationary Stochastic Process

Generalized autoregressive conditional heteroskedasticity (GARCH) models for the estimation of the variance of the egyptian stock index

Bayesian GLS Identification of Autoregressive Moving Average Models

Quantile Regression for VaR Estimation in Egyptian Inflation Rate: A Comparative Analysis with EWMA and t-GARCH

Estimation of the Cross-Covariance Function of Stationary Stochastic Processes

Bayesian Forecasting of Vector Moving Average Processes

bayesian inference for threshold ARMA models