On forecasting with univariate autoregressive processes: a bayesian approach

DOI10.1080/03610928408828758zbMath0552.62069OpenAlexW2053775190MaRDI QIDQ3345639

L. D. Broemeling, Margaret Land

Publication date: 1984

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928408828758

zbMATH Keywords

autoregressive processnormal-gamma priorvague priorBayesian predictive densityfuture observationsone step ahead forecastst densities

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15)

Related Items (4)

Bayesian long-run prediction in time series models ⋮ Forecasting seasonal time series data: a Bayesian model averaging approach ⋮ Bayesian analysis of bilinear time series models : a gibbs sampling approach ⋮ Bayesian inferences and forecasting in bilinear time series models

Cites Work

• Multiparameter Problems From a Bayesian Point of View
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