scientific article; zbMATH DE number 1522694
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Publication:4510962
zbMath0974.62066MaRDI QIDQ4510962
Raquel Prado, Mike West, Gabriel Huerta, Omar Aguilar
Publication date: 16 December 2001
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
non-stationary time seriestime-varying autoregressiondynamic factor modelsdynamic linear modelsmultiple time seriesmultivariate stochastic volatilitytime series decomposition
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)
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