Variational Bayes for assessment of dynamic quantile forecasts
Richard Gerlach, Sachin Abeywardana
| Year of publication: |
October-December 2016
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| Authors: | Gerlach, Richard ; Abeywardana, Sachin |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 32.2016, 4, p. 1385-1402
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| Subject: | Bayesian testing | Hypothesis testing | Bayes factor | Variational Bayes | Value-at-Risk | Quantile forecasting | Bayes-Statistik | Bayesian inference | Risikomaß | Risk measure | Prognoseverfahren | Forecasting model | Theorie | Theory | Statistischer Test | Statistical test | Statistische Methodenlehre | Statistical theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2016.06.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011622172