scientific article; zbMATH DE number 7450725

zbMath1476.62264MaRDI QIDQ5018934

No author found.

Publication date: 27 December 2021

Full work available at URL: http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/2381

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zbMATH Keywords

BMABayesian model averagingBayesian forecastingart marketdynamic model averaging DMAforecasting art prices

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Bayesian model averaging: A tutorial. (with comments and a rejoinder).
• Bayesian Model Averaging for Linear Regression Models
• Parameter tracking with partial forgetting method
• Bayesian Model Averaging: A Systematic Review and Conceptual Classification

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