Tripathi, Praveen Kumar; Sen, Rijji; Upadhyay, S. K. - In: Statistics in transition : an international journal of … 22 (2021) 2, pp. 95-123
The paper presents a Bayes analysis of an autoregressive-moving average model and its components based on exact likelihood and weak priors for the parameters where the priors are defined so that they incorporate stationarity and invertibility restrictions naturally. A Gibbs-Metropolis hybrid...
