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

bayesian inference for threshold ARMA models

Bayesian GLS Identification of Autoregressive Moving Average Models

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

Adaptive Interval Estimation of the Mean in Unbalanced One-Way Random Effects Models

Power Spectrum Estimation and Rational Modeling of Random Processes

Asymptotic Distribution of Spectral Density Estimate of Continuous Time Series on Crossed – Intervals. By: Ghazal, M. A. and Farag, E.A.

QML Estimation of GARCH(1,1) Process

Testing Linearity Against Asymmetric Moving Average Models: A Bayesian Approach

On Bayesian Identification of Moving Average Models