Approximate Inference for Observation-Driven Time Series Models with Intractable Likelihoods (Q5176484)
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scientific article; zbMATH DE number 6408654
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate Inference for Observation-Driven Time Series Models with Intractable Likelihoods |
scientific article; zbMATH DE number 6408654 |
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Approximate Inference for Observation-Driven Time Series Models with Intractable Likelihoods (English)
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26 February 2015
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Markov chain Monte Carlo
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observation-driven time series models
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approximate Bayesian computation
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asymptotic consistency
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