Approximate leave-future-out cross-validation for Bayesian time series models
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Publication:5036890
DOI10.1080/00949655.2020.1783262OpenAlexW3102737393MaRDI QIDQ5036890
Paul-Christian Bürkner, Jonah Gabry, Aki Vehtari
Publication date: 23 February 2022
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.06281
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Uses Software
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