Bayesian Inference for Seasonal ARMA Models: A Gibbs Sampling Approach
Ayman Ahmed Amin Abd-Ellah;
Abstract
The main objective of this study is to develop a Bayesian inference for
multiplicative seasonal ARMA models by implementing a fast, easy and accurate Gibbs
sampling algorithm. Bayesian analysis of seasonal ARMA model is difficult since the
likelihood f
multiplicative seasonal ARMA models by implementing a fast, easy and accurate Gibbs
sampling algorithm. Bayesian analysis of seasonal ARMA model is difficult since the
likelihood f
Other data
| Title | Bayesian Inference for Seasonal ARMA Models: A Gibbs Sampling Approach | Other Titles | آلية الموسمية : معاينة جبس ARMA الاستدلال البيزى لنماذج | Authors | Ayman Ahmed Amin Abd-Ellah | Keywords | Bayesian Inference for Seasonal ARMA Models: A Gibbs Sampling Approach | Issue Date | 2009 | Description | The main objective of this study is to develop a Bayesian inference for multiplicative seasonal ARMA models by implementing a fast, easy and accurate Gibbs sampling algorithm. Bayesian analysis of seasonal ARMA model is difficult since the likelihood f |
Attached Files
| File | Size | Format | |
|---|---|---|---|
| 78078r1492.pdf | 428.41 kB | Adobe PDF | View/Open |
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