Bayesian Identification of Seasonal Moving Average Models

Bayesian GLS Identification of Autoregressive Moving Average Models

Bayesian Identification of Seasonal Vector ARMA Processes

A Bayesian Procedure to Identify the Orders of Vector Moving Average Processes with Seasonality

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

Bayesian Prediction of Moving Average Processes Using Different Types of Priors

bayesian inference for threshold ARMA models

Bayesian Forecasting of Vector Moving Average Processes

Fully Bayesian Analysis of Bivariate Arma Models

Testing Linearity Against Asymmetric Moving Average Models: A Bayesian Approach