A Kullback-Leibler divergence based comparison of approximate Bayesian estimations of ARMA models

Author:

Amin Ayman A1

Affiliation:

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

Publisher

Communications for Statistical Applications and Methods

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Finance,Modeling and Simulation,Statistics and Probability

Reference22 articles.

1. Amin AA (2009). Bayesian inference for seasonal ARMA models: A Gibbs sampling approach (Masters thesis) , Cairo University, Egypt.

2. Amin AA (2017a). Gibbs sampling for double seasonal ARMA models. Proceedings of the 29th Annual International Conference on Statistics and Modeling in Human and Social Sciences Cairo, Egypt. .

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

4. Sensitivity to Prior Specification in Bayesian Identification of Autoregressive Time Series Models

5. Bayesian inference for double SARMA models

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1. Gibbs sampler for Bayesian prediction of triple seasonal autoregressive processes;Communications in Statistics - Theory and Methods;2024-03-27

2. Full Bayesian analysis of double seasonal autoregressive models with real applications;Journal of Applied Statistics;2023-05-15

3. Bayesian Inference of Triple Seasonal Autoregressive Models;Pakistan Journal of Statistics and Operation Research;2022-12-04

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