Forecasting future values of changing sequences

DOI10.1080/03610927708827473MaRDI QIDQ4134771zbMATH OpenOpenAlexFDO

Authors Lyle D. Broemeling

Publication date 1977

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610927708827473

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Bayesian inference (62F15) Inference from stochastic processes and prediction (62M20)

Cites work

• Bayesian inferences about a changing sequence of random variables
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• scientific article; zbMATH DE number 3458034 (Why is no real title available?)
• Inference about the change-point in a sequence of random variables
• Inference about the intersection in two-phase regression
• Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points

Cited in

(3)

• Prediction distributions for changing sequences
• Bayesian forecasting with changing linear models
• The uncertainty of forecasting: models with structural change versus those without changing parameters

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