Bayesian modeling and forecasting of vector autoregressive moving average processes (Q6107552)
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scientific article; zbMATH DE number 7706268
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian modeling and forecasting of vector autoregressive moving average processes |
scientific article; zbMATH DE number 7706268 |
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Bayesian modeling and forecasting of vector autoregressive moving average processes (English)
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3 July 2023
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VARMA processes
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identification
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diagnostic checking
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estimation
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forecasting
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matrix \(t\)-distribution
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