Open AccessBayesian Multiperiod Forecasting for Arma Model under Jeffrey's Prior
Author(s) -
Zul Amry,
Adam Baharum
Publication year - 2015
Publication title -
mathematics and statistics
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.149
H-Index - 3
eISSN - 2332-2144
pISSN - 2332-2071
DOI - 10.13189/ms.2015.030303
Subject(s) - mathematics , bayesian probability , econometrics , autoregressive–moving average model , statistics , autoregressive model
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