Prediction distributions for changing sequences

DOI10.1080/03610928908829914MaRDI QIDQ3473147zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

multivariate tBayesian predictive densitymatric-variate t

Mathematics Subject Classification ID

Bayesian inference (62F15)

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Cites work

• scientific article; zbMATH DE number 3426675 (Why is no real title available?)
• Bayesian Estimation in Multivariate Analysis
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• Forecasting future values of changing sequences

Cited in

(4)

• Prediction and tracking of long-range-dependent sequences
• Managing distribution changes in time series prediction
• Prediction of stochastic sequences
• The uncertainty of forecasting: models with structural change versus those without changing parameters

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