Bayesian Prediction of Autoregressive Models Using Different Types of Priors

Bayesian Forecasting of Vector Moving Average Processes

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

On Bayesian Identification of Moving Average Models

Bayesian Identification of Seasonal Moving Average Models

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

Bayesian Classification with First Order Moving Average Sources

Bayesian Prediction of the Median of Future Observations Based on Finite Mixture Models

Bayesian GLS Identification of Autoregressive Moving Average Models

Bayesian Identification of Seasonal Vector ARMA Processes