scientific article; zbMATH DE number 4197211

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zbMath0725.62084MaRDI QIDQ5203530

Ruey S. Tsay, Mark J. Schervish

Publication date: 1988

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

outliers missing observations autoregressive models predictive likelihood exogenous variables autoregressive approximation Bayesian time series analysis

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)

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