Bayesian forecasting

zbMath0624.62034MaRDI QIDQ578789

Julia Mortera

Publication date: 1986

Published in: Metron (Search for Journal in Brave)

zbMATH Keywords

predictionexponential familyautoregressive modelsforecastinggeneralized linear modelsadvertisingdynamic regressionBayesian updatingconsumer behaviourdiscount Bayesian modelsdisturbance covariancedynamical linear modelslinear growth modelslinear time series modelsnormal distribution assumptionsunknown noise

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Linear inference, regression (62J99)

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