BAYESIAN SEASONAL ANALYSIS WITH ROBUST PRIORS
An analytical Bayesian approach to seasonal analysis is proposed, using robust priors to control for extreme observations. Seasonal fan charts were estimated with Bayesian predictive densities. Empirical applications to U.S. residential electricity consumption, Spain’s tourism and Bolivian’s inflati...
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| Format: | Article |
| Language: | English |
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Universidad Privada Boliviana
2012-07-01
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| Series: | Investigación & Desarrollo |
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| Online Access: | http://www.upb.edu/revista-investigacion-desarrollo/index.php/id/article/view/52 |