Publication:4510988
From MaRDI portal
zbMath0956.62107MaRDI QIDQ4510988
Michael K. Pitt, Neil Shephard
Publication date: 28 February 2001
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P05: Applications of statistics to actuarial sciences and financial mathematics
62F15: Bayesian inference
65C40: Numerical analysis or methods applied to Markov chains
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