Gibbs Sampling for Double Seasonal Moving Average Models

Mohamed Ismail, Ayman A. Amin
July 2015

Abstract

Gibbs sampling algorithm is introduced for Bayesian inference for multiplicative double seasonal moving average (DSMA) models.

Type
Conference paper
Publication
In Proceedings of the 60th ISI World Statistics Congress (WSC), Rio de Janeiro - Brazil, 26-31 July 2015
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