Time-varying combinations of predictive densities using nonlinear filtering
Monica Billio; Roberto Casarin; francesco Ravazzolo; Herman K. van Dijk
| Year of publication: |
2012
|
|---|---|
| Authors: | Billio, Monica ; Casarin, Roberto ; Ravazzolo, Francesco ; Dijk, Herman K. van |
| Publisher: |
Rotterdam |
| Subject: | Density forecast combination | Survey forecast | Bayesian filtering | Sequential Monte Carlo | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Monte-Carlo-Simulation | Monte Carlo simulation | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | USA | United States |
freely available
| Extent: | Online-Ressource (52 S.) graph. Darst. |
|---|---|
| Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.] : [Verlag nicht ermittelbar], ISSN 0929-0834, ZDB-ID 2435783-2. - Vol. 2012,118 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10419/87159 [Handle] |
| Classification: | C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C53 - Forecasting and Other Model Applications ; E37 - Forecasting and Simulation |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009724346