Gibbs sampler for Bayesian prediction of triple seasonal autoregressive processes
Author:
Affiliation:
1. Department of Statistics, Mathematics, and Insurance, Faculty of Commerce, Menoufia University, Menoufia, Egypt.
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610926.2024.2329780
Reference41 articles.
1. Amin A. A. 2009. Bayesian inference for seasonal ARMA models: A Gibbs sampling approach. PhD thesis Faculty of Economics and Political Science Cairo University Egypt.
2. Bayesian Inference for Double Seasonal Moving Average Models: A Gibbs Sampling Approach
3. Amin A. A. 2017b. Gibbs sampling for double seasonal arma models. In Proceedings of the 29th Annual International Conference on Statistics and Computer Modeling in Human and Social Sciences FEPS Cairo University Egypt.
4. Sensitivity to Prior Specification in Bayesian Identification of Autoregressive Time Series Models
5. Bayesian inference for double SARMA models
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