scientific article; zbMATH DE number 2002843
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Publication:4435446
algorithmsBayesian statisticsfinanceMarkov chainsMonte Carlo methodsnonuniform random number generatorssimulationtextbooktime seriesuniversal generator
Computational methods in Markov chains (60J22) Bayesian problems; characterization of Bayes procedures (62C10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Numerical analysis or methods applied to Markov chains (65C40) Numerical methods (including Monte Carlo methods) (91G60)
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