Bayesian data analysis in modeling and forecasting nonlinear nonstationaryfinancial and economic processes
The article provides a brief overview of modern Bayesian data analysis methods, highlighting the use of generalized linear models (GLMs) in the analysis of nonlinear non-stationary processes, emphasizing their capabilities and application to processes of various types. The article presents an exampl...
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| Published in: | Проблеми керування та інформатики |
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| Date: | 2023 |
| Main Authors: | , , , |
| Format: | Article |
| Language: | English |
| Published: |
Інститут кібернетики ім. В.М. Глушкова НАН України
2023
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| Subjects: | |
| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/211049 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | Bayesian data analysis in modeling and forecasting nonlinear nonstationaryfinancial and economic processes / O. Trofymchuk, P. Bidyuk, T. Prosyankina-Zharova, O. Terentiev // Проблеми керування та інформатики. — 2023. — № 4. — С. 71-83. — Бібліогр.: 24 назв. — англ. |
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