Bayesian long-run prediction in time series models (Q1899241)
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scientific article; zbMATH DE number 803351
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian long-run prediction in time series models |
scientific article; zbMATH DE number 803351 |
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Bayesian long-run prediction in time series models (English)
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9 April 1996
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forecasting horizon
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trend-stationarity
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unit root
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Bayesian long-run prediction
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time series models
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prior structures
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posterior inferences
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Jeffreys prior
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predictive moments
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parameter uncertainty
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0.91237885
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0.90877336
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0.9073627
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