Some recent developments in Markov Chain Monte Carlo for cointegrated time series

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Publication:4606423

DOI10.1051/proc/201759076zbMath1384.62291OpenAlexW2742985629MaRDI QIDQ4606423

Nikolas Kantas, MacIej Marowka, Gareth W. Peters, Guillaume Bagnarosa

Publication date: 7 March 2018

Published in: ESAIM: Proceedings and Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/proc/201759076




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