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

An Effectiveness Study Of Bayesian Identification Techniques for ARMA Models

Bayesian Prediction of Autoregressive Models Using Different Types of Priors

bayesian inference for threshold ARMA models

Bayesian Prediction of Moving Average Processes Using Different Types of Priors

Fully Bayesian Analysis of Bivariate Arma Models

Bayesian GLS Identification of Autoregressive Moving Average Models

THE EFFICIENCY OF THE GAMMA APPROXIMATION OF BAYESIAN ESTIMATION OF THE ERROR VARIANCE OF THE SECOND ORDER MOVING AVERAGE PROCESS

Bayesian Identification of Seasonal Vector ARMA Processes

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