Gibbs and autoregressive Markov processes
From MaRDI portal
Publication:2467382
DOI10.1016/j.spl.2007.02.015zbMath1135.62072MaRDI QIDQ2467382
Luis E. Nieto-Barajas, Stephen G. Walker
Publication date: 21 January 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2007.02.015
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60J05: Discrete-time Markov processes on general state spaces
65C40: Numerical analysis or methods applied to Markov chains
Uses Software
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