Bayesian inference in time series models using kernel quasi likelihoods
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Publication:4469563
DOI10.1111/1467-9574.04800zbMath1076.62552OpenAlexW2017748100MaRDI QIDQ4469563
Publication date: 15 June 2004
Published in: Statistica Neerlandica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9574.04800
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)
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