scientific article; zbMATH DE number 4197211

zbMATH Open0725.62084MaRDI QIDQ5203530FDOQ5203530

Ruey S. Tsay, M. J. Schervish

Publication date: 1988

Title of this publication is not available (Why is that?)

zbMATH Keywords

outliersautoregressive approximationexogenous variablesautoregressive modelsmissing observationspredictive likelihoodBayesian time series analysis

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

Cited In (14)

• Bayesian inference and forecasting in the stationary bilinear model
• Bayesian forecasting with the Holt–Winters model
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• Bayesian long-run prediction in time series models
• Forecasting in dynamic factor models using Bayesian model averaging
• Bayesian modeling and forecasting of vector autoregressive moving average processes
• A BAYESIAN APPROACH TO ESTIMATING AND FORECASTING ADDITIVE NONPARAMETRIC AUTOREGRESSIVE MODELS
• Forecasting Short Time Series with the Bayesian Autoregression and the Soft Computing Prior Information
• Title not available (Why is that?)
• Title not available (Why is that?)
• Monitoring and Adaptation in Bayesian Forecasting Models
• FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING*
• A Bayesian multiple models combination method for time series prediction
• Bayesian forecasting and dynamic models

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