Ba yesian predictors for an ar(1) error model

DOI10.1080/03610929708831926zbMath0964.62501OpenAlexW2131453920MaRDI QIDQ4337327

William E. Griffiths

Publication date: 12 March 2000

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

Full work available at URL: https://doi.org/10.1080/03610929708831926

zbMATH Keywords

predictive density functionmixtures predictor

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)

Cites Work

• On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative

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