Hyperparameter estimation in forecast models. (Q1285504)

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Hyperparameter estimation in forecast models.
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    Hyperparameter estimation in forecast models. (English)
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    28 April 1999
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    Hyperparameter
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    Posterior distribution
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    Sampling importance resampling (SIR)
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    Litterman's prior
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    Dynamic modeling
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    Bayes factor
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