Approximating dependence structures of repeated stochastic processes

MaRDI QIDQ3580485zbMATH OpenFDO

Authors Peter X.-K. Song, Bertrand S. Clarke

Publication date 12 August 2010

zbMATH Keywords

discretizationlongitudinal dataMarkovitynonstationarity

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99)

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