scientific article; zbMATH DE number 3822961

MaRDI QIDQ3668684zbMATH OpenFDO

Authors Wolfgang Polasek

Publication date 1983

zbMATH Keywords

exchangeability between seasonsexchangeability within seasonsglobal sensitivity analysishierarchical modelshyperparameterslocal sensitivity analysismatrix by matrix derivativespooling of time seriesprior-posterior sensitivitiesseasonal distributed lag modelsseasonal informationseasonal smoothness model

Mathematics Subject Classification ID

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

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