Likelihood analysis of non-Gaussian measurement time series (Q4364933)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1088777
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Likelihood analysis of non-Gaussian measurement time series |
scientific article; zbMATH DE number 1088777 |
Statements
Likelihood analysis of non-Gaussian measurement time series (English)
0 references
18 November 1997
0 references
blocking
0 references
exponential family
0 references
importance sampling
0 references
stochastic volatility
0 references
Markov chain Monte Carlo
0 references
simulation smoothing
0 references
0.7935180068016052
0 references
0.7836121916770935
0 references
