EKB Journal Management System
Keywords = Prediction - One Step-Ahead Predictive Density - Autoregressive Process - G-Prior - Jeffreys' Prior - Natural Conjugate Prior - Informative Prior - Noninformative Prior
Number of Articles: 1

1

Bayesian Prediction of Autoregressive Models Using Different Types of Priors

Volume 54, Issue 2, December 2010, Page 108-126