Likelihood analysis of non-Gaussian measurement time series (Q4364933): Difference between revisions
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Revision as of 16:31, 5 March 2024
scientific article; zbMATH DE number 1088777
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood analysis of non-Gaussian measurement time series |
scientific article; zbMATH DE number 1088777 |
Statements
Likelihood analysis of non-Gaussian measurement time series (English)
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18 November 1997
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blocking
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exponential family
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importance sampling
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stochastic volatility
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Markov chain Monte Carlo
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simulation smoothing
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