A family of multivariate non‐gaussian time series models (Q5135318)
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scientific article; zbMATH DE number 7276154
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A family of multivariate non‐gaussian time series models |
scientific article; zbMATH DE number 7276154 |
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A family of multivariate non‐gaussian time series models (English)
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20 November 2020
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state space
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non-Gaussian time series
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dynamic time series
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particle learning
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stochastic volatility
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