Bayesian Inference for Time Series with Stable Innovations (Q3838317)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Inference for Time Series with Stable Innovations |
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Bayesian Inference for Time Series with Stable Innovations (English)
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9 August 1998
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ARMA process
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infinite variance
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posterior density
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linear time series
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Metropolis-Hastings algorithm
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