Bayesian Subset Selection of Seasonal Autoregressive Models

Bayesian Subset Selection of Seasonal Autoregressive Models

Seasonal autoregressive (SAR) models have many applications in different fields, such as economics and finance. It is well known in the literature that these models are nonlinear in their coefficients and that their Bayesian analysis is complicated. Accordingly, choosing the best subset of these mod...

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Bibliographic Details
Main Authors:	Ayman A. Amin, Walid Emam, Yusra Tashkandy, Christophe Chesneau
Format:	Article
Language:	English
Published:	MDPI AG 2023-06-01
Series:	Mathematics
Subjects:	SAR models SSVS procedure posterior analysis mixture–normal
Online Access:	https://www.mdpi.com/2227-7390/11/13/2878

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