scientific article; zbMATH DE number 176264

MaRDI QIDQ4035371zbMATH OpenFDO

Authors Jiří Anděl

Publication date 18 May 1993

zbMATH Keywords

autoregressive modelexponentially distributed white noisesimulation study

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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