Bayesian Estimate of Parameters for ARMA Model Forecasting

Pubblicato online: 24 apr 2020

Pagine: 23 - 32

Ricevuto: 07 lug 2018

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

Parole chiave

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.