Bayesian ex post evaluation of recursive multi-step-ahead density prediction
A Pajor, J Osiewalski, J Wróblewska… - Bayesian …, 2024 - projecteuclid.org
This research is focused on a formal Bayesian method of recursive multi-step-ahead density
prediction and its ex post evaluation. Our approach remains within the framework of the …
prediction and its ex post evaluation. Our approach remains within the framework of the …