Bayesian averaging of classical estimates in asymmetric vector autoregressive models
type: Item
instance of: scholarly article
title: Bayesian averaging of classical estimates in asymmetric vector autoregressive models
zbMATH Open document ID: 1364.62225
DOI: 10.1080/03610918.2015.1011335
author: Manuel Leonard F. Albis
author: Dennis S. Mapa
publication date: 2017-06-13T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F15
zbMATH DE Number: 6730495
zbMATH Keywords: AVAR
zbMATH Keywords: BACE
zbMATH Keywords: forecasting
zbMATH Keywords: robustness procedures
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/03610918.2015.1011335
OpenAlex ID: W2001168511
published in: Communications in Statistics. Simulation and Computation
description: scientific article; zbMATH DE number 6730495