Bayesian Analysis of Double Seasonal Autoregressive Models

Author:

Amin Ayman A.ORCID

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference29 articles.

1. Amin, A. (2009). Bayesian Inference for Seasonal ARMA Models: A Gibbs Sampling Approach. Master’s Thesis, Statistics Department Faculty of Economics and Political Science, Cairo University, Egypt.

2. Amin, A. (2017a). Bayesian Inference for Double SARMA Models. Communications in Statistics: Theory and Methods. https://doi.org/10.1080/03610926.2017.1390132 .

3. Amin, A. (2017b). Bayesian inference for double seasonal moving average models: A Gibbs sampling approach. Pak. J. Stat. Oper. Res. 13, 3, 483–499.

4. Amin, A. (2017c). Gibbs sampling for double seasonal ARMA models. In: Proceedings of of the 29th Annual International Conference on Statistics and Computer Modeling in Human and Social Sciences, Egypt.

5. Amin, A. (2017d). Identification of double seasonal autoregressive models: a bayesian approach. In: Proceedings of the 52nd Annual International Conference of Statistics, Computer Science and Operations Research, Egypt.

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