On bayesian identification for moving average models /
عن التعرف البيزى لنماذج المتوسطات المتحركة
Amal Mohamed Abdelfattah ; Supervised Samir M. Shaarawy , Emad E. A. Soliman
- Cairo : Amal Mohamed Abdelfattah , 2010
- 84P. ; 25cm
Thesis (M.Sc.) - Cairo University - Faculty of Economics and Political Sciences - Department of Statistics
The study assesses the first stage in time scries analysis which is the model identification from the Bayesian point of view . Two analytical Bayesian identification techniques are considered the direct and the indirect techniques using two approximatoions for the error term the Newbold and the Broemeling - Shaarawy approximations
Direct Bayesian identification Moving average (MA) models Prior distribution