Bayesian inference for vector ARMA models with stable innovations (Q2736793)
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scientific article; zbMATH DE number 1644897
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian inference for vector ARMA models with stable innovations |
scientific article; zbMATH DE number 1644897 |
Statements
11 September 2001
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infinite variance
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VARMA model
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Metropolis-Hastings algorithm
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Bayesian inference for vector ARMA models with stable innovations (English)
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