A Bayesian estimation approach of random switching exponential smoothing with application to credit forecast
Renhe Wang, Tong Wang, Zhiyong Qian, Shulan Hu
| Year of publication: |
2023
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| 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
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| Subject: | Forecasting | Bayesian estimation | Credit | Precision-based algorithms | Random switching exponential smoothing | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104525 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014631562