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zbMath1391.62002MaRDI QIDQ3455393

Publication date: 4 December 2015

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

zbMATH Keywords

prediction simulation importance sampling time series Bayesian approach Durbin and Koopman family

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items (2)

Identification of spikes in time series ⋮ KFAS

Uses Software

R

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