Hyperparameter estimation in forecast models. (Q1285504)
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scientific article; zbMATH DE number 1281031
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hyperparameter estimation in forecast models. |
scientific article; zbMATH DE number 1281031 |
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Hyperparameter estimation in forecast models. (English)
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28 April 1999
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Hyperparameter
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Posterior distribution
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Sampling importance resampling (SIR)
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Litterman's prior
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Dynamic modeling
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Bayes factor
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