Bayesian averaging of classical estimates in asymmetric vector autoregressive models (Q5267872)
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scientific article; zbMATH DE number 6730495
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian averaging of classical estimates in asymmetric vector autoregressive models |
scientific article; zbMATH DE number 6730495 |
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Bayesian averaging of classical estimates in asymmetric vector autoregressive models (English)
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13 June 2017
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AVAR
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BACE
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forecasting
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robustness procedures
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