scientific article

zbMATH Open0727.62095MaRDI QIDQ3349827FDOQ3349827

Gökçe Çakmak

Publication date: 1990

Title of this publication is not available (Why is that?)

zbMATH Keywords

forecastingposterior distributionsdynamic linear modelconjugate familypower steady time series modelspower variance lawtwo dimensional sufficient statisticvariance modulated law

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

Cited In (1)

• Realized power variation and stochastic volatility model

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