scientific article

zbMath0537.60027MaRDI QIDQ3322928

Jiří Anděl

Publication date: 1983

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Monte Carlo methodsautoregressive processesmarginal distributionself-decomposable random variables

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Related Items (4)

Information quantity evaluation of nonlinear time series processes and applications ⋮ Dynamic variable selection with spike-and-slab process priors ⋮ Unnamed Item ⋮ Rényi entropy and divergence for VARFIMA processes based on characteristic and impulse response functions

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