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...
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
Cairo University, Faculty of Graduate Studies for Statistical Research (FGSSR)
2024-12-01
|
| Schriftenreihe: | The Egyptian Statistical Journal |
| Schlagworte: | |
| Online-Zugang: | https://esju.journals.ekb.eg/article_396893_2fadcc621d5282dac1a93d49eecb5df7.pdf |
| Tags: |
Keine Tags, Fügen Sie das erste Tag hinzu!
|