Bayesian Estimate of Parameters for ARMA Model Forecasting

Published Online: Apr 24, 2020

Page range: 23 - 32

Received: Jul 07, 2018

DOI: https://doi.org/10.2478/tmmp-2020-0002

Keywords

ARMA model, Bayes estimator, normal-gamma prior, quadratic loss function

© 2020 Zul Amry, published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.