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Keywords =
Jeffreys' prior
Number of Articles:
4
1
Forecasting, prediction, three one step-ahead predictive density, moving average Process, g peior, Jeffreys' prior, natural conjugate prior, informative prior, non- informative prior.
Volume 62, Issue 1, June 2018, Page
35-57
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4.76 MB
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2
THE EFFICIENCY OF THE GAMMA APPROXIMATION OF BAYESIAN ESTIMATION OF THE ERROR VARIANCE OF THE SECOND ORDER MOVING AVERAGE PROCESS
Volume 7, Issue 2, 2010, Page
1-22
AMEEN KUTBI
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314.87 K
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3
An Effectiveness Study Of Bayesian Identification Techniques for ARMA Models
Volume 53, Issue 1, June 2009, Page
1-13
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4.81 MB
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4
Model Identification step plays an important and difficult part in time series analysis because the other steps of analysis depend on it and its accuracy. This article proposes an exact direct Bayesian technique to identify the order of bivariate autoregressive processes using Jeffreys' vague prior. Using the conditional likelihood function, the proposed technique is based on deriving the exact posterior probability mass function of the model order in a convenient form. Then one may easily eval
Volume 50, Issue 1, June 2006, Page
60-81
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