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MCMC for Integer-Valued ARMA processes - MaRDI portal

MCMC for Integer-Valued ARMA processes (Q5430493)

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scientific article; zbMATH DE number 5220230
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English
MCMC for Integer-Valued ARMA processes
scientific article; zbMATH DE number 5220230

    Statements

    title
    MCMC for Integer-Valued ARMA processes (English)
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    author
    Peter Neal
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    T. Subba Rao
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    publication date
    16 December 2007
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    zbMATH Keywords
    Markov chain Monte Carlo
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    INARMA
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    likelihood
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    Bayes estimation
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    65C40
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    62F15
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    65C60
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    zbMATH DE Number
    5220230
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    OpenAlex ID
    W2163727562
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