On Bayesian Identification of Moving Average Models

Bayesian Identification of Seasonal Vector ARMA Processes

Bayesian GLS Identification of Autoregressive Moving Average Models

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

Bayesian Testing Procedure for Double Seasonality

bayesian inference for threshold ARMA models

Bayesian Forecasting of Vector Moving Average Processes

Fully Bayesian Analysis of Bivariate Arma Models

Bayesian Prediction of Moving Average Processes Using Different Types of Priors

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