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scientific article; zbMATH DE number 2161548 - MaRDI portal

scientific article; zbMATH DE number 2161548

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Publication:4671485

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zbMath1059.62094MaRDI QIDQ4671485

Leonilce Mena, Marinho Gomes de Andrade Filho

Publication date: 26 April 2005

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

zbMATH Keywords

Kalman filter dynamic model hierarchical model autoregressive process Metropolis-Hasting Gibbs-sampling

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Monte Carlo methods (65C05)

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