Bayesian Identification of Seasonal Vector ARMA Processes

Bayesian Identification of Seasonal Moving Average Models

A Direct Bayesian Methodology to Identify the Order of Moving Average Processes using Different Prior Distributions

Bayesian Forecasting of Vector Moving Average Processes

On Bayesian Identification of Moving Average Models

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

Bayesian Testing Procedure for Double Seasonality

Bayesian GLS Identification of Autoregressive Moving Average Models

Bayesian Prediction of Moving Average Processes Using Different Types of Priors

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