Bayesian Estimate of Parameters for ARMA Model Forecasting (Q5142422)
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scientific article; zbMATH DE number 7289694
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Estimate of Parameters for ARMA Model Forecasting |
scientific article; zbMATH DE number 7289694 |
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Bayesian Estimate of Parameters for ARMA Model Forecasting (English)
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30 December 2020
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ARMA model
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Bayes estimator
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normal-gamma prior
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quadratic loss function
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