On Bayesian Identification of Moving Average Models

Bayesian Identification of Seasonal Moving Average Models

Bayesian Identification of Seasonal Vector ARMA Processes

bayesian inference for threshold ARMA models

Fully Bayesian Analysis of Bivariate Arma Models

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

Bayesian Prediction of Autoregressive Models Using Different Types of Priors

Testing Linearity Against Asymmetric Moving Average Models: A Bayesian Approach

An Effectiveness Study Of Bayesian Identification Techniques for ARMA Models

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