Efficiency of the approximate Bayesian Prediction of ARMA Models: A Simulation Study

bayesian inference for threshold ARMA models

Fully Bayesian Analysis of Bivariate Arma Models

On Bayesian Identification of Moving Average Models

Bayesian GLS Identification of Autoregressive Moving Average Models

An Effectiveness Study Of Bayesian Identification Techniques for ARMA Models

Bayesian Prediction of Autoregressive Models Using Different Types of Priors

Bayesian Identification of Seasonal Vector ARMA Processes

Bayesian Identification of Seasonal Moving Average Models

Bayesian Prediction of Moving Average Processes Using Different Types of Priors