On forecasting with univariate autoregressive processes: a bayesian approach
From MaRDI portal
Recommendations
- Bayesian forecasting in univariate autoregressive models with normal-gamma prior distribution of unknown parameters
- Bayesian forecasting for AR(1) models with normal coefficients
- Multiperiod Bayesian forecasts for AR models
- Bayesian Inferences and Forecasts With Multiple Autoregressive Moving Average Models
- scientific article; zbMATH DE number 4024576
Cites work
Cited in
(15)- Forecasting seasonal time series data: a Bayesian model averaging approach
- Multiperiod Bayesian forecasts for AR models
- Bayesian long-run prediction in time series models
- Bayesian multiperiod forecasts for ARX models
- Forecasting Short Time Series with the Bayesian Autoregression and the Soft Computing Prior Information
- Bayesian inferences and forecasting in bilinear time series models
- Bayesian forecasting for AR(1) models with normal coefficients
- Prediction distributions for changing sequences
- scientific article; zbMATH DE number 66836 (Why is no real title available?)
- Bayesian analysis of bilinear time series models : a gibbs sampling approach
- A bayesian analysis of autoregressive models with random normal coefficients
- Bayesian estimate of parameters for ARMA model forecasting
- Single-step and multiple-step forecasting in one-dimensional single chirp signal using MCMC-based Bayesian analysis
- Bayesian forecasting in univariate autoregressive models with normal-gamma prior distribution of unknown parameters
- Bayesian modeling and forecasting of vector autoregressive moving average processes
This page was built for publication: On forecasting with univariate autoregressive processes: a bayesian approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3345639)
