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 |
Last Modified: | 17 Oct 2016 07:50 |
URI: | https://digilib.unimed.ac.id/id/eprint/20604 |