A Comparison of the Characteristics of Some Bayesian Forecasting Models

DOI10.2307/1403502MaRDI QIDQ4019011zbMATH OpenOpenAlexFDO

Authors Jim Q. Smith

Publication date 16 January 1993

Published in International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1403502

zbMATH Keywords

characterizationsconditional independencedynamic generalized linear modelsevolution of beliefsimpossibility theoremsnon-normal time seriesnonlinear Bayesian forecasting modelsstate space representationsteady model

Mathematics Subject Classification ID

Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Inference from stochastic processes and prediction (62M20)

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Cited in

(10)

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• Dynamic logistic regression and dynamic model averaging for binary classification
• Distributional Kalman filters for Bayesian forecasting and closed form recurrences
• Graphical and phase space models for univariate time series
• Dynamic Generalized Linear Models and Bayesian Forecasting
• scientific article; zbMATH DE number 3932263 (Why is no real title available?)
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• Comparison of models by the calculus of prediction distribution
• Bayesian forecasting
• Semi-parametric dynamic time series modelling with applications to detecting neural dynamics

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