The present article considers Bayesian unit root test for autoregressive model involving structural break in variance. The posterior odds ratio for testing of unit root hypothesis against the alternative of break in variance has been derived under appropriate prior assumptions for the...

The present paper considers the testing of unit root hypothesis for an autoregressive model with polynomial trend under Bayesian framework. Under the unit root hypothesis the trend component does not vanish completely and its degree reduces by one. The posterior odds ratio for the unit root...

Wire electric discharge machining (WEDM) is one of the advanced machining processes. Response surface methodology coupled with Grey relation analysis method has been proposed and used to optimise the machining parameters of WEDM. A face centred cubic design is used for conducting experiments on...

Present paper proposes an autoregressive time series model to study the behaviour of merger and acquire concept which is equally important as other available theories like structural break, detrending etc. The main motivation behind newly proposed merged autoregressive (M-AR) model is to study...