Gibbs Sampling for Double Seasonal Moving Average Models
Mohamed Ismail
,
Ayman A. Amin
Last updated on
@aymanaamin 
Abstract
Gibbs sampling algorithm is introduced for Bayesian inference for multiplicative double seasonal moving average (DSMA) models.
Publication
In Proceedings of the 60th ISI World Statistics Congress (WSC), Rio de Janeiro - Brazil, 26-31 July 2015