Sherif Ali
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Bayesian Model Order Selection of Vector Moving Average Processes
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Citation:
Shaarawy, S., and A. S., "Bayesian Model Order Selection of Vector Moving Average Processes", Communications in Statistics- Theory and Methods, vol. 41, issue 4, 2012.
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Recent Publications
BTS 1.0: A Computer Package to do a Complete Bayesian Analysis of Autoregressive Processes
Bayesian Forecasting of Vector Moving Average Processes
Bayesian Identification of Multivariate Seasonal Autoregressive Processes.
Selection of Prior Distribution in the Indirect Bayesian Identification of Moving Average Models
Bayesian Model Order Selection of Vector Moving Average Processes
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