scientific article; zbMATH DE number 4197211

zbMATH Open0725.62084MaRDI QIDQ5203530FDOQ5203530

Authors: M. J. Schervish, Ruey S. Tsay 

Publication date: 1988

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

Recommendations

• scientific article; zbMATH DE number 4024576
• Publication:3484233
• On models and methods for Bayesian time series analysis
• ROBUST BAYESIAN ESTIMATION OF AUTOREGRESSIVE‐‐MOVING‐AVERAGE MODELS
• Bayesian forecasting for AR(1) models with normal coefficients

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 (15)

• Bayesian inference and forecasting in the stationary bilinear model
• Bayesian forecasting with the Holt–Winters model
• Title not available (Why is that?)
• 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?)
• 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

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 Q5203530)