Bayesian Identification of Seasonal Vector ARMA Processes

Bayesian Prediction of Moving Average Processes Using Different Types of Priors

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

Bayesian Identification of Seasonal Moving Average Models

On Bayesian Identification of Moving Average Models

Fully Bayesian Analysis of Bivariate Arma Models

Bayesian Classification with First Order Moving Average Sources

Bayesian GLS Identification of Autoregressive Moving Average Models

bayesian inference for threshold ARMA models

Bayesian Classification with Multivariate Autoregressive Processes