Ravishanker Nalini

Nalini Ravishanker

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Found 3 papers in total
Simultaneous prediction intervals for ARMA processes with stable innovations
Simultaneous prediction intervals for ARMA processes with stable innovations
2009
We describe a method for calculating simultaneous prediction intervals for ARMA times...
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...
Bayesian modelling of ARFIMA processes by Markov chain Monte Carlo methods
Bayesian modelling of ARFIMA processes by Markov chain Monte Carlo methods
1996
This article describes inference for autoregressive fractionally integrated moving...
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