Forecasting future values of changing sequences

DOI10.1080/03610927708827473zbMath0361.62082OpenAlexW2035496688MaRDI QIDQ4134771

L. D. Broemeling

Publication date: 1977

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

Full work available at URL: https://doi.org/10.1080/03610927708827473

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (3)

The uncertainty of forecasting: models with structural change versus those without changing parameters ⋮ Prediction distributions for changing sequences ⋮ Bayesian forecasting with changing linear models

Cites Work

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• Bayesian inferences about a changing sequence of random variables
• Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
• Inference about the intersection in two-phase regression
• Inference about the change-point in a sequence of random variables
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time

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