On Bayesian Time Series Analysis

Emad El-Din Abdel-Salam Soli man;

Abstract


The problem of Bayesian posterior and predictive analysis of time series is considered. Three well known approximations are employed. The approximations were proposed by Newbold (1973), Zellner and Reynolds (1978) and Broemeling and Shaarawy (1988). Vario


Other data

Title On Bayesian Time Series Analysis
Authors Emad El-Din Abdel-Salam Soli man
Keywords On Bayesian Time Series Analysis
Issue Date 1999
Description 
The problem of Bayesian posterior and predictive analysis of time series is considered. Three well known approximations are employed. The approximations were proposed by Newbold (1973), Zellner and Reynolds (1978) and Broemeling and Shaarawy (1988). Vario

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