Shuhrah A. Alghamdi

Full Bayesian Analysis of ARX Models Under Scale-Mixtures of Normal Errors: An Application to Solar Radiation in Najran, Saudi Arabia

Autoregressive models with exogenous variables (ARX) constitute a fundamental family of time series tools with broad applicability across engineering, environmental science, and finance. A persistent limitation of standard Bayesian treatments is the Gaussian error assumption, which frequently proves inadequate when dea...