Gibbs sampling for Bayesian estimation of triple seasonal autoregressive models-Reference-Cited by-同舟云学术

Gibbs sampling for Bayesian estimation of triple seasonal autoregressive models

Published:2022-02-25 Issue: Volume: Page:1-20
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Amin Ayman A.¹

Affiliation:

1. Faculty of Commerce, Department of Statistics, Mathematics, and Insurance, Menoufia University, Menoufia, Egypt

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610926.2022.2043379

Reference34 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.

2. Bayesian Inference for Double Seasonal Moving Average Models: A Gibbs Sampling Approach

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