| 000 | 01584nam a2200325 a 4500 | ||
|---|---|---|---|
| 003 | EG-GiCUC | ||
| 008 | 091018s2009 ua d f m 000 0 eng d | ||
| 040 |
_aEG-GiCUC _beng _cEG-GiCUC |
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| 041 | 0 | _aeng | |
| 049 | _aDeposite | ||
| 097 | _aM.Sc | ||
| 099 | _aCai01.03.01.M.Sc.2009.Ay.B | ||
| 100 | 0 | _aAyman Ahmed Amin Abdellah | |
| 245 | 1 | 0 |
_aBayesian inference for seasonal ARMA models : _bA gibbs sampling approavh / _cAyman Ahmed Amin Abdellah ; Supervised Mohamed A. Ismail , Emad E. A. Soliman |
| 246 | 1 | 5 |
_aالموسمية ARMA الاستدلال البيزى لنماذج : _bمعاينة جبس |
| 260 |
_aCairo : _bAyman Ahmed Amin Abdellah , _c2009 |
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| 300 |
_a71 P. : _bcharts ; _c25cm |
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| 502 | _aThesis (M.Sc.) - Cairo University - Faculty of Economics and Political Science - Department of Statistics | ||
| 520 | _aThe main objective of this study is to develop a bayesian inference for multiplicative seasonal ARMA models by implementing a fast, easy and accurate gibbs sampling algorithm. Bayesian analysis of seasonal ARMA model is difficult since the likelihood function is analytically intractable, which causes problems in prior specification and posterior analysis | ||
| 530 | _aIssued also as CD | ||
| 653 | 4 | _aBayesian time series analysis | |
| 653 | 4 | _aMultiplicative seasonal ARMA models | |
| 653 | 4 | _aPrior distribution | |
| 700 | 0 |
_aEmad Eldeen Abdelsalam Soliman , _eSupervisor |
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| 700 | 0 |
_aMohamed Ali Ismail , _eSupervisor |
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| 902 | _a1 | ||
| 905 |
_aMustafa _eRevisor |
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| 905 |
_aSamia _eCataloger |
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| 942 |
_2ddc _cTH |
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| 999 |
_c24150 _d24150 |
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