scientific article; zbMATH DE number 472985

MaRDI QIDQ4272852zbMATH OpenFDO

Authors Gary K. Grunwald, Peter Guttorp, Adrian E. Raftery

Publication date 7 March 1994

zbMATH Keywords

Bayesian forecastingbinomial time serieschoice of parameterizationconjugate state densityexponential family state space modelmarginal meanobservation densityPoisson time seriespredictive densityrecursive updatingsteady modelsteady modelstrend-free forecastingweighted moving average

Mathematics Subject Classification ID

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

Recommendations

• Prediction intervals in exponential families
• Predictive fit for natural exponential families
• Robust predictive distributions for exponential families
• Exponential Family State Space Models Based on a Conjugate Latent Process
• Prediction Mean Squared Error for State Space Models with Estimated Parameters
• Prediction under generalized exponential distribution using MCMC algorithm

Cited in

(8)

• A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities
• Prediction and interpolation of time series by state space models
• scientific article; zbMATH DE number 3954119 (Why is no real title available?)
• Exponential Family State Space Models Based on a Conjugate Latent Process
• A simple Bayesian state-space approach to the collective risk models
• Mixed-Response State-Space Model for Analyzing Multi-Dimensional Digital Phenotypes
• Inference of dynamic generalized linear models: on-line computation and appraisal
• Comment on article by Windle and Carvalho

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4272852)