Fully Bayesian Analysis of Bivariate Arma Models

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

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

bayesian inference for threshold ARMA models

Bayesian GLS Identification of Autoregressive Moving Average Models

On Bayesian Identification of Moving Average Models

QML Estimation of GARCH(1,1) Process

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