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  • Search: subject:"Bayesian density forecasting"
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Year of publication
Subject
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Bayes-Statistik 2 Bayesian density forecasting 2 Bayesian inference 2 Forecasting model 2 Prognoseverfahren 2 Statistical distribution 2 Statistische Verteilung 2 Estimation theory 1 Forecast 1 Forecast combination 1 Interpretability 1 Log predictive score 1 MN prior 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Prognose 1 Schätztheorie 1 Theorie 1 Theory 1 Time series analysis 1 Time-varying features 1 VAR model 1 VAR-Modell 1 Zeitreihenanalyse 1 entropic tilting 1 robust forecasting 1 shrinkage 1 vector autoregression 1
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Undetermined 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Kang, Yanfei 1 Lewis, Kurt F. 1 Li, Feng 1 Li, Li 1 Whiteman, Charles H. 1
Published in...
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International journal of forecasting 1 Journal of forecasting 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Bayesian forecast combination using time-varying features
Li, Li; Kang, Yanfei; Li, Feng - In: International journal of forecasting 39 (2023) 3, pp. 1287-1302
Persistent link: https://www.econbiz.de/10014465281
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Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era
Lewis, Kurt F.; Whiteman, Charles H. - In: Journal of forecasting 34 (2015) 1, pp. 15-35
Persistent link: https://www.econbiz.de/10011305372
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