Comparison of forecasts for ARMA models between a random coefficient approach and a Bayesian approach

Liu, Shu-Ing . Communications in Statistics: Theory and Methods 1995. 24 :319-333

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Bibtex

@article{CIS-125142,
  Author = {Liu, Shu-Ing},
  Title = {Comparison of forecasts for ARMA models between a random coefficient approach and a Bayesian approach},
  Journal = {Communications in Statistics: Theory and Methods},
  Volume = {24},
  Year = {1995},
  Pages = {319--333},
  Keywords = {Forecasting, Least squares}
}

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