Bayesian estimation and forecasting in nonlinear models. Application to an LSTAR model (Q1342683)
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scientific article; zbMATH DE number 710976
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian estimation and forecasting in nonlinear models. Application to an LSTAR model |
scientific article; zbMATH DE number 710976 |
Statements
Bayesian estimation and forecasting in nonlinear models. Application to an LSTAR model (English)
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1 March 1995
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nonlinear model
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Monte Carlo integration
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importance sampling
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first- order Taylor series expansion
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nonlinear conditional expectation
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LSTAR model
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