Bayesian multiperiod forecasts for ARX models
type: Item
instance of: scholarly article
title: Bayesian multiperiod forecasts for ARX models
zbMATH Open document ID: 0833.62090
DOI: 10.1007/BF00773458
published in: Annals of the Institute of Statistical Mathematics
publication date: 1995-11-08T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 813940
zbMATH Keywords: ARX model
zbMATH Keywords: random regression
zbMATH Keywords: autoregressive models
zbMATH Keywords: prediction
zbMATH Keywords: Bayesian multiperiod forecasts
zbMATH Keywords: \(t\)-density mixture approximation
zbMATH Keywords: posterior predictive density
zbMATH Keywords: \(t\)-density estimator
author: Shu-ing Liu
MaRDI profile type: Publication
cites work: Q3200427
cites work: Sampling-Based Approaches to Calculating Marginal Densities
cites work: Multiperiod Bayesian forecasts for AR models
cites work: Fully Bayesian analysis of ARMA time series models
cites work: Q3484233
cites work: Tools for statistical inference. Methods for the exploration of posterior distributions and likelihood functions.
cites work: Q3217476
description: scientific article; zbMATH DE number 813940