Multiperiod Bayesian forecasts for AR models (Q1804813)
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scientific article; zbMATH DE number 756037
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiperiod Bayesian forecasts for AR models |
scientific article; zbMATH DE number 756037 |
Statements
Multiperiod Bayesian forecasts for AR models (English)
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3 July 1995
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regression analysis
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univariate \(AR\) models
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multiperiod Bayesian forecast
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normal-gamma prior assumption
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two-stage approximate method
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posterior predictive density
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one-step ahead forecast
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