Bayesian multiperiod forecasts for ARX models
| Year of publication: |
1995
|
|---|---|
| Authors: | Liu, Shu-Ing |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 47.1995, 2, p. 211-224
|
| Publisher: |
Springer |
| Subject: | ARX model | Bayesian forecast | t-density mixture | posterior predictive density | random regression |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005395514