Time-varying combinations of predictive densities using nonlinear filtering
Monica Billio; Roberto Casarin; Francesco Ravazzolo; Herman K. van Dijk
| Year of publication: |
2013
|
|---|---|
| Authors: | Billio, Monica ; Casarin, Roberto ; Ravazzolo, Francesco ; Dijk, Herman K. van |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 177.2013, 2, p. 213-232
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| Subject: | Density forecast combination | Survey forecast | Bayesian filtering | Sequential Monte Carlo | Prognoseverfahren | Forecasting model | Monte-Carlo-Simulation | Monte Carlo simulation | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Statistische Verteilung | Statistical distribution | Theorie | Theory | Zustandsraummodell | State space model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010254875