A Bayesian Procedure to Identify the Orders of Vector Moving Average Processes with Seasonality
This article develops an approximate Bayesian procedure to identify the orders of vector moving average processes with seasonality. The proposed is based on approximating the likelihood function by a matrix normal – Wishart on the parameter space. Combining the approximate likelihood function with n...
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| Hoofdauteurs: | , , |
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| Formaat: | Artigo |
| Taal: | Inglês |
| Gepubliceerd in: |
Cairo University, Faculty of Graduate Studies for Statistical Research (FGSSR)
2020-06-01
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| Reeks: | The Egyptian Statistical Journal |
| Onderwerpen: | |
| Online toegang: | https://esju.journals.ekb.eg/article_189433_718cb13db8909dc29e33399f713533be.pdf |
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