Bayesian forecasting for AR(1) models with normal coefficients (Q3212164)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian forecasting for AR(1) models with normal coefficients |
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Bayesian forecasting for AR(1) models with normal coefficients (English)
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1990
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autoregressive models
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conditional predictive distribution
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marginal predictive distribution
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time series forecasting
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normal random coefficient
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predictive density of the future observation
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Conjugate priors
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improper vague priors
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