Full description
This code can be used to replicate the results in the paper Focused Bayesian Prediction (2020) by Loaiza-Maya, Martin and FrazierIssued: 2020-10-12
Created: 2020-10-12
Subjects
Bayesian Forecasting |
Econometric and Statistical Methods |
Focused Bayesian Prediction |
Scoring rules |
Time series prediction |
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Identifiers
- DOI : 10.26180/5F83F4DD51E28
