scientific article; zbMATH DE number 862327
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Publication:4871538
zbMath0840.62101MaRDI QIDQ4871538
Peter Mueller, Wolfgang Polasek
Publication date: 1 July 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
volatilityindependence chainautoregressive conditional heteroskedasdicity modelsBayesian ARCH modelsGibbs-importance algorithmmultivariate VAR-VARCH models
Applications of statistics to economics (62P20) Bayesian inference (62F15) Economic time series analysis (91B84)
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