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In this paper we use the Gibbs sampling algorithm to present a Bayesian prediction of multiplicative triple seasonal autoregressive (TSAR) models.

In this paper we use the Gibbs sampling algorithm to present a full Bayesian analysis of multiplicative triple seasonal autoregressive (TSAR) models.

In this paper we use the Gibbs sampling algorithm to present a full Bayesian analysis to multiplicative double seasonal autoregressive (DSAR) models.

This research paper aims to analyze the factors influencing the cost of health insurance in Egypt, with a focus on the private healthcare sector.

In this paper, we present a Bayesian procedure to identify the order of TSAR models.

In this paper, we introduce a Bayesian method for selecting the most promising subset of the seasonal autoregressive (SAR) models.

In this paper we extend autoregressive models to fit time series that have three layers of seasonality, i.e. triple seasonal autoregressive (TSAR) models, and we introduce the Bayesian inference for these TSAR models.

We first review the analytic approximations proposed to approximate the posterior of ARMA models. We use the Kullback-Leibler divergence to study the relation between these analytic approximations.

In this paper we use the Gibbs sampling algorithm to present a Bayesian estimation to multiplicative triple seasonal autoregressive (TSAR) models.

This research aims to identify the social and economic determinants of mothers' access to health care (during pregnancy, childbirth and postpartum) to reduce maternal mortality in Egypt. The study relied on the data of the Egypt Population Health …