A BAYESIAN APPROACH TO ESTIMATING AND FORECASTING ADDITIVE NONPARAMETRIC AUTOREGRESSIVE MODELS (Q4881708)
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scientific article; zbMATH DE number 887339
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A BAYESIAN APPROACH TO ESTIMATING AND FORECASTING ADDITIVE NONPARAMETRIC AUTOREGRESSIVE MODELS |
scientific article; zbMATH DE number 887339 |
Statements
A BAYESIAN APPROACH TO ESTIMATING AND FORECASTING ADDITIVE NONPARAMETRIC AUTOREGRESSIVE MODELS (English)
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22 September 1996
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Gibbs sampler
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nonlinear time series
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state space model
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Bayesian approach
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adaptive autoregressive model
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regression curve estimates
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cubic smoothing splines
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innovation outliers
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missing observations
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multistep ahead forecasts
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Markov chain Monte Carlo
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exact algorithm
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spline smoothing
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