Amry, Zul (2009) BAYES ESTIMATOR ON MULTIPERIOD FORECAST OF ARMA MODEL UNDER NORMAL-GAMMA PRIOR. In: Konferensi Nasional Pendidikan Matematika III, 23-25 Jul 2009, Medan.
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Abstract
Bayes estimator of parameters on multiperiod forecast for ARMA model under the normal-gamma prior assumption are investigated. By integrating the posterior density can be obtained the marginal posterior density which is needed analytically to provide an estimator via posterior mean of multivariate t-distribution and gamma distribution.
| Item Type: | Conference or Workshop Item (Paper) |
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| Keywords: | Bayes estimator; Multiperiod forecast; Normal-gammar prior |
| Subjects: | Q Science > QA Mathematics |
| Divisions: | Fakultas Matematika dan Ilmu Pengetahuan Alam > Matematika |
| Depositing User: | Mrs Harly Christy Siagian |
| Date Deposited: | 17 Oct 2016 07:47 |
| URI: | http://digilib.unimed.ac.id/id/eprint/20604 |
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