Publication:3374316

zbMath1082.62104MaRDI QIDQ3374316

Siddhartha Chib, Neil Shephard, Sangjoon Kim

Publication date: 9 March 2006

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P05: Applications of statistics to actuarial sciences and financial mathematics

65C40: Numerical analysis or methods applied to Markov chains

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