Bayesian Estimate of Parameters for ARMA Model Forecasting
type: Item
instance of: scholarly article
title: Bayesian Estimate of Parameters for ARMA Model Forecasting
zbMATH Open document ID: 1475.62243
author: Zul Amry
published in: Tatra Mountains Mathematical Publications
publication date: 2020-12-30T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 7289694
zbMATH Keywords: ARMA model
zbMATH Keywords: Bayes estimator
zbMATH Keywords: normal-gamma prior
zbMATH Keywords: quadratic loss function
MaRDI profile type: Publication
full work available at URL: tmmp-2020-0002
OpenAlex ID: W3028031812
DOI: 10.2478/TMMP-2020-0002
description: scientific article; zbMATH DE number 7289694