Likelihood‐based Analysis of a Class of Generalized Long‐Memory Time Series Models (Q5430505)
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scientific article; zbMATH DE number 5220242
Language | Label | Description | Also known as |
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English | 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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