Bayesian multiperiod forecasts for ARX models (Q1901388)
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scientific article; zbMATH DE number 813940
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian multiperiod forecasts for ARX models |
scientific article; zbMATH DE number 813940 |
Statements
Bayesian multiperiod forecasts for ARX models (English)
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8 November 1995
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ARX model
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random regression
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autoregressive models
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prediction
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Bayesian multiperiod forecasts
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\(t\)-density mixture approximation
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posterior predictive density
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\(t\)-density estimator
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