Variational Bayes in state space models : inferential and predictive accuracy
David T. Frazier, Rub'en Loaiza-Maya and Gael M. Martin
| Year of publication: |
[2022]
|
|---|---|
| Authors: | Frazier, David T. ; Loiza-Maya, Ruben ; Martin, Gael M. |
| Publisher: |
[Victoria, Australia] : [Monash University, Department of Econometrics and Business Statistics] |
| Subject: | State space models | Variational inference | Probabilistic forecasting | Bayesian consistency | Scoring rules | Zustandsraummodell | State space model | Theorie | Theory | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis |
freely available