Bayes Nets of Time Series: Stochastic Realizations and Projections

DOI10.1007/978-0-387-79936-0_7zbMath1192.62195OpenAlexW59702608WikidataQ61855803 ScholiaQ61855803MaRDI QIDQ3567633

Rob Deardon, Henry P. Wynn, Peter E. Caines

Publication date: 17 June 2010

Published in: Optimal Design and Related Areas in Optimization and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-0-387-79936-0_7

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Applications of graph theory (05C90)

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