Bayesian Prediction of Moving Average Processes Using Different Types of Priors
The current article approaches the Bayesian prediction of moving average processes using three well-known priors: g prior, natural conjugate (NC) prior, and Jeffreys' prior. The main goal of the study is to derive approximate one step-ahead predictive densities for moving average (MA) processes usin...
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| Hlavní autoři: | , , |
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| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
Cairo University, Faculty of Graduate Studies for Statistical Research (FGSSR)
2018-06-01
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| Edice: | The Egyptian Statistical Journal |
| Témata: | |
| On-line přístup: | https://esju.journals.ekb.eg/article_244260_8c8a5f2fbb4940b826398775e431f459.pdf |
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