A Practical Arithmetic of BDLM Based on ASL and It’s Application

摘要：

This paper mainly studies a Arithmetic of the Bayesian Dynamic Linear Forecasting Model based on Average String Length, and using it in practical forecasting.

关键词： Arithmetic Average String Length Bayesian Dynamic Linear Forecasting Model

作者: FU Yuanzhai

作者单位: Department of Finance and Economics，Shandong University of Science and Technology Jinan, P.R.China, 250031

会议类型: 国际会议

会议名称: 2009 International Institute of Applied Statistics Studies(2009 国际应用统计学术研讨会)

会议地点: 青岛

会议语种:英文

页码: 1-4

在线出版日期: 2009-07-25（万方平台首次上网日期，不代表论文的发表时间）