Bayesian Identification of Seasonal Moving Average Models

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

On Bayesian Identification of Moving Average Models

Bayesian GLS Identification of Autoregressive Moving Average Models

Bayesian Forecasting of Vector Moving Average Processes

bayesian inference for threshold ARMA models

Fully Bayesian Analysis of Bivariate Arma Models

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

Bayesian Testing Procedure for Double Seasonality

An Effectiveness Study Of Bayesian Identification Techniques for ARMA Models