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[1]韩 柳,刘 淼*.基于贝叶斯推断理论的VAR(P)预测模型研究[J].绵阳师范学院学报,2018,(02):22-26.[doi:10.16276/j.cnki.cn51-1670/g.2018.02.005]
 HAN Liu,LIU Miao.On VAR(P) Prediction Models Based on Bayesian Inference Theory[J].Journal of Mianyang Normal University,2018,(02):22-26.[doi:10.16276/j.cnki.cn51-1670/g.2018.02.005]
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基于贝叶斯推断理论的VAR(P)预测模型研究(PDF)
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《绵阳师范学院学报》[ISSN:1672-612X/CN:51-1670/G]

卷:
期数:
2018年02期
页码:
22-26
栏目:
数学与统计
出版日期:
2018-02-25

文章信息/Info

Title:
On VAR(P) Prediction Models Based on Bayesian Inference Theory
文章编号:
1672-612X(2018)02-0022-05
作者:
韩 柳刘 淼*
伊犁师范学院 数学与统计学院,新疆伊宁 835000
Author(s):
HAN Liu LIU Miao
School of mathematics and statistics, Yili Normal University, Yining, Xinjiang 835000
关键词:
贝叶斯推断 先验分布 VAR(P)预测模型
Keywords:
Bayesian inference prior distribution predictive model
分类号:
O213
DOI:
10.16276/j.cnki.cn51-1670/g.2018.02.005
文献标志码:
A
摘要:
VAR(P)预测模型是一类在经济管理研究领域应用较为广泛的模型,本文在贝叶斯推断理论的基础上分别对限制性VAR(P)和非限制性VAR(P)预测模型进行了研究,并得到相关结论.
Abstract:
VAR(P) model is a kind of system which has been widely applied in the research field of economics and management model. Based on the theory of Bayesian inference, possible restrictive VAR(P) and unrestricted VAR(P) prediction models are studied, and related conclusion is reached.

参考文献/References:

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备注/Memo

备注/Memo:
收稿日期:2017-10-26
基金项目:新疆维吾尔自治区自然科学基金项目(2016D01C386),伊犁师范学院研究生科研创新项目(YLSF2017027).
第一作者简介:韩柳(1994-),女,四川遂宁人,硕士研究生,研究方向:概率论与数理统计.
*通信作者简介:刘淼(1976-),男,山东郓城人,教授,研究方向:概率论与数理统计.
更新日期/Last Update: 2018-02-25