Prediction distributions for changing sequences

DOI10.1080/03610928908829914zbMATH Open0696.62159OpenAlexW2024210739MaRDI QIDQ3473147FDOQ3473147

Vee Ming Ng

Publication date: 1989

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908829914

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zbMATH Keywords

multivariate tBayesian predictive densitymatric-variate t

Mathematics Subject Classification ID

Bayesian inference (62F15)

Cites Work

• Title not available (Why is that?)
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• Bayesian Estimation in Multivariate Analysis
• Forecasting future values of changing sequences

Cited In (3)

• Prediction and tracking of long-range-dependent sequences
• Prediction of stochastic sequences
• The uncertainty of forecasting: models with structural change versus those without changing parameters

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