Hyperparameter estimation in forecast models. (Q1285504)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Hyperparameter estimation in forecast models. |
scientific article |
Statements
Hyperparameter estimation in forecast models. (English)
0 references
28 April 1999
0 references
Hyperparameter
0 references
Posterior distribution
0 references
Sampling importance resampling (SIR)
0 references
Litterman's prior
0 references
Dynamic modeling
0 references
Bayes factor
0 references