Gibbs and autoregressive Markov processes
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Publication:2467382
DOI10.1016/j.spl.2007.02.015zbMath1135.62072OpenAlexW2078925657MaRDI QIDQ2467382
Stephen G. Walker, Luis E. Nieto-Barajas
Publication date: 21 January 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2007.02.015
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Discrete-time Markov processes on general state spaces (60J05) Numerical analysis or methods applied to Markov chains (65C40)
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