Bayesian multiperiod forecasts for ARX models (Q1901388)
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scientific article; zbMATH DE number 813940
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| default for all languages | No label defined |
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| English | Bayesian multiperiod forecasts for ARX models |
scientific article; zbMATH DE number 813940 |
Statements
Bayesian multiperiod forecasts for ARX models (English)
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8 November 1995
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ARX model
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random regression
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autoregressive models
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prediction
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Bayesian multiperiod forecasts
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\(t\)-density mixture approximation
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posterior predictive density
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\(t\)-density estimator
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0.9225684404373168
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0.8081386089324951
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0.7647914886474609
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0.7474294304847717
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