On Bayesian Identification for Moving Average Models
Amal Mohamed Abdel Fattah;
Abstract
The main objective of this study is to assess the first stage in time series analysis which is the model identification from the Bayesian point of view. Two analytical Bayesian identification techniques are considered, the direct and the indirect techniqu
Other data
| Title | On Bayesian Identification for Moving Average Models | Other Titles | عن التعرف البيزي لنماذج المتوسطات المتحركة | Authors | Amal Mohamed Abdel Fattah | Keywords | On Bayesian Identification for Moving Average Models | Issue Date | 2010 | Description | The main objective of this study is to assess the first stage in time series analysis which is the model identification from the Bayesian point of view. Two analytical Bayesian identification techniques are considered, the direct and the indirect techniqu |
Attached Files
| File | Size | Format | |
|---|---|---|---|
| 94566r2399.pdf | 215.21 kB | Adobe PDF | View/Open |
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