Comparison of forecasts for arma models between a random coefficient approach and a bayesian approach

DOI10.1080/03610929508831491MaRDI QIDQ4843897zbMATH OpenOpenAlexFDO

Authors S.-I. Liu

Publication date 17 August 1995

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

Full work available at URL https://doi.org/10.1080/03610929508831491

zbMATH Keywords

ARMA modelBayesian analysisforecastleast squares estimatesposterior densityrandom coefficient model

Mathematics Subject Classification ID

Statistics (62-XX)

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