The uncertainty of forecasting: models with structural change versus those without changing parameters

DOI10.1080/03610928508829028zbMath0585.62064OpenAlexW2078515218MaRDI QIDQ3709636

L. D. Broemeling, David H. Moen

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1080/03610928508829028

zbMATH Keywords

numerical examplemultivariate linear modelBayesian predictive densitysingle shift in the regression matrixunknown dependent variables

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear inference, regression (62J99)

Cites Work

• Forecasting future values of changing sequences
• Unnamed Item

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