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scientific article; zbMATH DE number 1215447

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Publication:4215577
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zbMATH Open0905.62086MaRDI QIDQ4215577

James Durbin

Publication date: 9 February 1999



Title of this publication is not available (Why is that?)


zbMATH Keywords

nonlinear time seriesestimating functionsnon-Gaussian time seriesposterior mode estimates


Mathematics Subject Classification ID

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



Related Items (2)

A solution to the positivity problem in the state-space approach to modeling vector-valued time series ⋮ Constructing Non-linear Gaussian Time Series by Means of a Simplified State Space Representation






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