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Communications in Statistics - Theory and Methods Volume 52, 2023 - Issue 20
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Articles

Gibbs sampling for Bayesian estimation of triple seasonal autoregressive models

Ayman A. AminFaculty of Commerce, Department of Statistics, Mathematics, and Insurance, Menoufia University, Menoufia, EgyptCorrespondence[email protected]
Pages 7303-7322 | Received 21 Sep 2021, Accepted 12 Feb 2022, Published online: 25 Feb 2022

Citations (5)

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Read on this site (2)

Ayman A. Amin. (2023) Full Bayesian analysis of double seasonal autoregressive models with real applications. Journal of Applied Statistics 0:0, pages 1-21.
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Ayman A. Amin. Gibbs sampler for Bayesian prediction of triple seasonal autoregressive processes. Communications in Statistics - Theory and Methods 0:0, pages 1-19.
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Articles from other publishers (3)

Ayman A. Amin & Saeed A. Alghamdi. (2023) Bayesian Identification Procedure for Triple Seasonal Autoregressive Models. Mathematics 11:18, pages 3823.
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Ayman A. Amin, Walid Emam, Yusra Tashkandy & Christophe Chesneau. (2023) Bayesian Subset Selection of Seasonal Autoregressive Models. Mathematics 11:13, pages 2878.
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Ayman A Amin. (2022) A Kullback-Leibler divergence based comparison of approximate Bayesian estimations of ARMA models. Communications for Statistical Applications and Methods 29:4, pages 471-486.
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