scientific article; zbMATH DE number 2060200

MaRDI QIDQ4458434zbMATH OpenFDO

Authors

Publication date 17 March 2004

zbMATH Keywords

conditional least square estimationexponential autoregressive time series modelMarkov chain Monte Carlomaximum likelihood estimationNEARsingle-component Metropolis-Hastings algorithm

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical analysis or methods applied to Markov chains (65C40)

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Cited in

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• Markov chain Monte Carlo estimation of autoregressive models with application to metal pollutant concentration in sludge
• scientific article; zbMATH DE number 2204344 (Why is no real title available?)

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