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Publication:2736793
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zbMath0974.62075MaRDI QIDQ2736793

Zuqiang Qiou, Ravishanker, Nalini

Publication date: 11 September 2001


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

infinite varianceMetropolis-Hastings algorithmVARMA model


Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)


Related Items (4)

Likelihood-free Bayesian inference for \(\alpha\)-stable models ⋮ Fast approximate likelihood evaluation for stable VARFIMA processes ⋮ MCMC ESTIMATION OF LÉVY JUMP MODELS USING STOCK AND OPTION PRICES ⋮ Fast Bayesian estimation for VARFIMA processes with stable errors




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