Ray Bonnie K.

Bonnie K. Ray

Information about the author Bonnie K. Ray will soon be added to the site.
Found 3 papers in total
Bayesian analysis of vector ARMA models using Gibbs sampling
Bayesian analysis of vector ARMA models using Gibbs sampling
1997
We present a methodology for estimation, prediction, and model assessment of vector...
Model selection and forecasting for long-range dependent processes
Model selection and forecasting for long-range dependent processes
1996
Fractionally integrated autoregressive moving-average (ARFIMA) models have proved...
Long-range forecasting of IBM product revenues using a seasonal fractionally differenced ARMA model
Long-range forecasting of IBM product revenues using a seasonal fractionally differenced ARMA model
1993
The paper uses a series of monthly IBM product revenues to illustrate the usefulness...
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