Bayesian prediction for stochastic processes: theory and applications

DOI10.1007/s13171-014-0059-yzbMath1317.62076arXiv1211.2300OpenAlexW2042730850MaRDI QIDQ2352338

Delphine Blanke, Denis Bosq

Publication date: 30 June 2015

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.2300

zbMATH Keywords

Ornstein-Uhlenbeck processPoisson processmapBayesian predictioncomparing predictors

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15)

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Cites Work

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