scientific article; zbMATH DE number 4197211

MaRDI QIDQ5203530zbMATH OpenFDO

Authors M. J. Schervish, Ruey S. Tsay

Publication date 1988

zbMATH Keywords

outliersautoregressive approximationexogenous variablesautoregressive modelsmissing observationspredictive likelihoodBayesian time series analysis

Mathematics Subject Classification ID

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

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