scientific article; zbMATH DE number 1551808

zbMath0980.62079MaRDI QIDQ4524045

Leonhard Knorr-Held, Ludwig Fahrmeir

Publication date: 6 March 2002

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

zbMATH Keywords

surveyMarkov chain Monte Carlostate-space modelsnon-Gaussian time seriesroughness-penalty approach

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical analysis or methods applied to Markov chains (65C40)

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