Likelihood‐based Analysis of a Class of Generalized Long‐Memory Time Series Models (Q5430505)

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scientific article; zbMATH DE number 5220242
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Likelihood‐based Analysis of a Class of Generalized Long‐Memory Time Series Models
scientific article; zbMATH DE number 5220242

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    Likelihood‐based Analysis of a Class of Generalized Long‐Memory Time Series Models (English)
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    16 December 2007
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    likelihood-based analysis
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    generalized long-memory time series model
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    non-Gaussian
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    stochastic volatility
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    neuron spikes
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    Markov chain Monte Carlo
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