scientific article; zbMATH DE number 509159

zbMath0800.62543MaRDI QIDQ4280421

J. S. Hampton, John Belcher, Granville Tunnicliffe Wilson

Publication date: 14 March 1994

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

Mathematics Subject Classification ID

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

Related Items (5)

Nonparametric Bayesian inference for the spectral density based on irregularly spaced data ⋮ Implementation of Lévy CARMA model in \texttt{yuima} package ⋮ A test for independence between a point process and an analogue signal ⋮ Some computational aspects of Gaussian CARMA modelling ⋮ The application of the Kalman filter to nonstationary time series through time deformation

Uses Software

• cts

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