ROBUST BAYESIAN ESTIMATION OF AUTOREGRESSIVE‐‐MOVING‐AVERAGE MODELS
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Publication:4337822
DOI10.1111/1467-9892.00036zbMath0936.62097OpenAlexW1968536546MaRDI QIDQ4337822
Glen Barnett, Simon J. Sheather, Robert Kohn
Publication date: 18 May 2000
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00036
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Numerical analysis or methods applied to Markov chains (65C40)
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