scientific article; zbMATH DE number 1751996

zbMATH Open1011.62103MaRDI QIDQ4533131

Esmail Amiri

Publication date: 9 June 2003

Title of this publication is not available (Why is that?)

zbMATH Keywords

tablesGibbs samplerforecastingposterior distributionnonlinear time seriesthreshold autoregressive models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (3)

Combining a regression model with a multivariate Markov chain in a forecasting problem ⋮ Forecasting Markov-switching dynamic, conditionally heteroscedastic processes ⋮ What Causes The Forecasting Failure of Markov-Switching Models? A Monte Carlo Study

Recommendations

• Title not available (Why is that?) 👍 👎
• Toward optimal multistep forecasts in non-stationary autoregressions 👍 👎
• Modeling nonlinear processes with generalized autoregressions 👍 👎
• Forecasting Markov-switching dynamic, conditionally heteroscedastic processes 👍 👎
• A BAYESIAN APPROACH TO ESTIMATING AND FORECASTING ADDITIVE NONPARAMETRIC AUTOREGRESSIVE MODELS 👍 👎
• Forecasting with non-homogeneous hidden Markov models 👍 👎
• Forecasting with non-homogeneous hidden Markov models 👍 👎

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4533131)