On forecasting with univariate autoregressive processes: a bayesian approach (Q3345639): Difference between revisions
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Revision as of 03:32, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On forecasting with univariate autoregressive processes: a bayesian approach |
scientific article |
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On forecasting with univariate autoregressive processes: a bayesian approach (English)
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1984
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normal-gamma prior
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autoregressive process
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Bayesian predictive density
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future observations
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t densities
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one step ahead forecasts
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vague prior
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