Bayesian analysis for Asymmetric Moving Average (asMA) models is introduced. Using informative as well as noninformative priors, the posterior density of the model coefficients is approximated by a multivariate t distribution. A direct approach to test the hypothesis of symmetry versus the alternative of asymmetry is developed. Two simulated examples with a real data are presented to illustrate the proposed technique.
Ismail, M. A., & Gargoum, A. (2000). Testing Linearity Against Asymmetric Moving Average Models: A Bayesian Approach. The Egyptian Statistical Journal, 44(2), 159-170. doi: 10.21608/esju.2000.313832
MLA
Mohamed A. Ismail; Ali S. Gargoum. "Testing Linearity Against Asymmetric Moving Average Models: A Bayesian Approach", The Egyptian Statistical Journal, 44, 2, 2000, 159-170. doi: 10.21608/esju.2000.313832
HARVARD
Ismail, M. A., Gargoum, A. (2000). 'Testing Linearity Against Asymmetric Moving Average Models: A Bayesian Approach', The Egyptian Statistical Journal, 44(2), pp. 159-170. doi: 10.21608/esju.2000.313832
VANCOUVER
Ismail, M. A., Gargoum, A. Testing Linearity Against Asymmetric Moving Average Models: A Bayesian Approach. The Egyptian Statistical Journal, 2000; 44(2): 159-170. doi: 10.21608/esju.2000.313832
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