Comparison of forecasts for arma models between a random coefficient approach and a bayesian approach (Q4843897)
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scientific article; zbMATH DE number 787256
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| English | Comparison of forecasts for arma models between a random coefficient approach and a bayesian approach |
scientific article; zbMATH DE number 787256 |
Statements
Comparison of forecasts for arma models between a random coefficient approach and a bayesian approach (English)
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17 August 1995
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ARMA model
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Bayesian analysis
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forecast
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least squares estimates
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posterior density
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random coefficient model
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0.7480151057243347
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0.7369757294654846
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0.7289566397666931
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0.7195591330528259
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0.7177590727806091
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