Publication:3323074
From MaRDI portal
zbMath0537.62073MaRDI QIDQ3323074
Publication date: 1983
Full work available at URL: https://eudml.org/doc/15316
innovation process; real data; periodic autoregression; changing variances; simulated series; vague prior density
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F15: Bayesian inference
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Cites Work
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- Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter
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