Approximate Bayesian forecasting
David T. Frazier, Worapree Maneesoonthorn, Gael M. Martin, Brendan P.M. McCabe
| Year of publication: |
2019
|
|---|---|
| Authors: | Frazier, David T. ; Maneesoonthorn, Worapree ; Martin, Gael M. ; McCabe, Brendan Peter Martin |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 35.2019, 2, p. 521-539
|
| Subject: | Bayesian prediction | Jump-diffusion models | Likelihood-free methods | Particle filtering | Predictive merging | Proper scoring rules | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthalten in: Volume 37, issue 3 (July/September 2021), Seite 1300-1301 |
| Other identifiers: | 10.1016/j.ijforecast.2018.08.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012300696