A Direct Bayesian Technique to Select the Order of Bivariate autoregressive Processes

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

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

Bayesian Identification of Seasonal Vector ARMA Processes

On Bayesian Identification of Moving Average Models

Bayesian GLS Identification of Autoregressive Moving Average Models

QML Estimation of GARCH(1,1) Process

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

Maximum Likelihood and Modified Maximum Likelihood Estimates of Linear Models with Errors Following Auto Regressive Process

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