Bayesian Identification of Seasonal Vector ARMA Processes
This research paper uses the Bayesian approach to establish an approximate method to specify the four orders of multivariate seasonal autoregressive moving average (SARMA) models. The proposed methodology consists of four coherent consecutive steps. The first step is the approximation of the likelih...
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| Hlavní autoři: | , , |
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| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
Cairo University, Faculty of Graduate Studies for Statistical Research (FGSSR)
2024-12-01
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| Edice: | The Egyptian Statistical Journal |
| Témata: | |
| On-line přístup: | https://esju.journals.ekb.eg/article_396893_2fadcc621d5282dac1a93d49eecb5df7.pdf |
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