Bayesian Identification of Seasonal Vector ARMA Processes

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

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

bayesian inference for threshold ARMA models

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

Fully Bayesian Analysis of Bivariate Arma Models

Bayesian GLS Identification of Autoregressive Moving Average Models

An Effectiveness Study Of Bayesian Identification Techniques for ARMA Models

On Bayesian Identification of Moving Average Models

Bayesian Forecasting of Vector Moving Average Processes