Bayesian Classification with Multivariate Autoregressive Processes

Bayesian Classification with Arma Sources

Bayesian Classification with First Order Moving Average Sources

A Direct Bayesian Technique to Select the Order of Bivariate autoregressive Processes

On Bayesian Identification of Moving Average Models

Bayesian GLS Identification of Autoregressive Moving Average Models

Indirect and direct bayesian techniques to identify the orders of vector arma processes

Bayesian Prediction of Autoregressive Models Using Different Types of Priors

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

Fully Bayesian Analysis of Bivariate Arma Models