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

Bayesian Identification of Seasonal Vector ARMA Processes

On Bayesian Identification of Moving Average Models

bayesian inference for threshold ARMA models

Bayesian GLS Identification of Autoregressive Moving Average Models

Fully Bayesian Analysis of Bivariate Arma Models

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

Bayesian Identification of Seasonal Moving Average Models

Bayesian Classification with Arma Sources

On the Adequacy of Using T Approximation in Bayesian Inferences of Arma Models