A Bayesian estimation approach of random switching exponential smoothing with application to credit forecast
Year of publication: |
2023
|
---|---|
Authors: | Wang, Renhe ; Wang, Tong ; Qian, Zhiyong ; Hu, Shulan |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 3, p. 1-9
|
Subject: | Forecasting | Bayesian estimation | Credit | Precision-based algorithms | Random switching exponential smoothing | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Schätztheorie | Estimation theory | Kreditrisiko | Credit risk |
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