Bayesian Identification of Seasonal Moving Average Models

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

Bayesian Identification of Seasonal Vector ARMA Processes

Testing Linearity Against Asymmetric Moving Average Models: A Bayesian Approach

Fully Bayesian Analysis of Bivariate Arma Models

A Bayesian Analysis for the Change-Point Problems

bayesian inference for threshold ARMA models

Bayesian GLS Identification of Autoregressive Moving Average Models

On Bayesian Identification of Moving Average Models

Bayesian Prediction of Moving Average Processes Using Different Types of Priors