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...
Kaydedildi:
| Asıl Yazarlar: | , , |
|---|---|
| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
Cairo University, Faculty of Graduate Studies for Statistical Research (FGSSR)
2018-06-01
|
| Seri Bilgileri: | The Egyptian Statistical Journal |
| Konular: | |
| Online Erişim: | https://esju.journals.ekb.eg/article_244260_8c8a5f2fbb4940b826398775e431f459.pdf |
| Etiketler: |
Etiket eklenmemiş, İlk siz ekleyin!
|