Universality of Bayesian predictions

DOI10.1214/12-BA701zbMath1330.62151MaRDI QIDQ2633896

Alessio Sancetta

Publication date: 5 February 2016

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1339616721

zbMATH Keywords

loss functionstructural changemodel averagingBayesian methodsuniversal prediction

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Statistical aspects of information-theoretic topics (62B10)

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