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scientific article; zbMATH DE number 1984177
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scientific article; zbMATH DE number 1984177

    Statements

    publication date
    22 September 2003
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    zbMATH Keywords
    unobserved ARCH
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    Markov chain Monte Carlo
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    Gibbs sampler
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    auxiliary variable sample
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62P05
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    62F15
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    zbMATH DE Number
    1984177
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