Publication:4272842
From MaRDI portal
zbMath0799.62097MaRDI QIDQ4272842
Catriona M. Queen, James Q. Smith
Publication date: 2 January 1994
causal relationships; exogenous variables; influence diagram; conditional independence structures; multidimensional non-Gaussian series; nonlinear multidimensional time series; one-dimensional dynamic linear models; one-step-ahead forecasting distribution
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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