A priori information and Bayesian forecasting in transfer function models

MaRDI QIDQ1605844zbMATH OpenFDO

Authors Francesco Carlucci, Gino Zornitta

Publication date 28 July 2002

Published in Metron (Search for Journal in Brave)

zbMATH Keywords

Bayesian forecastingexchange rate forecastingtransfer function models

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to economics (62P20)

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Cited in

(1)

• scientific article; zbMATH DE number 3888761 (Why is no real title available?)

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