On the Bayesian steady forecasting model. (English) Zbl 0456.62075
MSC:
62M20 | Inference from stochastic processes and prediction |
62F15 | Bayesian inference |
62M10 | Time series, auto-correlation, regression, etc. in statistics (GARCH) |
62M20 | Inference from stochastic processes and prediction |
62F15 | Bayesian inference |
62M10 | Time series, auto-correlation, regression, etc. in statistics (GARCH) |