Bayesian Identification Procedure for Triple Seasonal Autoregressive Models
Triple seasonal autoregressive (TSAR) models have been introduced to model time series date with three layers of seasonality; however, the Bayesian identification problem of these models has not been tackled in the literature. Therefore, in this paper, we have the objective of filling this gap by pr...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-09-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/11/18/3823 |