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scientific article; zbMATH DE number 1560259 - MaRDI portal

scientific article; zbMATH DE number 1560259

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Publication:4527105

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zbMath0963.65010MaRDI QIDQ4527105

Andrew R. Runnalls

Publication date: 3 July 2001

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

zbMATH Keywords

sampling time series Metropolis method

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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