Likelihood analysis of non-Gaussian measurement time series (Q4364933)

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scientific article; zbMATH DE number 1088777
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Likelihood analysis of non-Gaussian measurement time series
scientific article; zbMATH DE number 1088777

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    Likelihood analysis of non-Gaussian measurement time series (English)
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    18 November 1997
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    blocking
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    exponential family
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    importance sampling
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    stochastic volatility
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    Markov chain Monte Carlo
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    simulation smoothing
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