Comparison of Kullback-Leibler, Hellinger and LINEX with Quadratic Loss Function in Bayesian Dynamic Linear Models: Forecasting of Real Price of Oil

In this paper we intend to examine the application of Kullback-Leibler, Hellinger and LINEX loss function in Dynamic Linear Model using the real price of oil for 106 years of data from 1913 to 2018 concerning the asymmetric problem in filtering and forecasting. We use DLM form of the basic Hoteling...

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Detaylı Bibliyografya

Asıl Yazarlar:	Esmaiel Abounoori, Mohsen Ali Heydari
Materyal Türü:	Artigo
Dil:	Inglês
Baskı/Yayın Bilgisi:	University of Sistan and Baluchestan 2020-06-01
Seri Bilgileri:	International Journal of Business and Development Studies
Konular:	dynamic linear model linex kullback-leibler helliger quadratic loss function oil price forecasting
Online Erişim:	https://ijbds.usb.ac.ir/article_5435_5b772c23d8535ac41801b8413bd45b28.pdf
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