scientific article; zbMATH DE number 1522717
From MaRDI portal
zbMath0956.62107MaRDI QIDQ4510988
Michael K. Pitt, Neil Shephard
Publication date: 28 February 2001
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)
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