A NON‐GAUSSIAN FAMILY OF STATE‐SPACE MODELS WITH EXACT MARGINAL LIKELIHOOD
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Publication:5408111
DOI10.1111/jtsa.12039zbMath1306.62196OpenAlexW2157404564MaRDI QIDQ5408111
Dani Gamerman, Thiago Rezende dos Santos, Glaura C. Franco
Publication date: 8 April 2014
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12039
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Bayesian inference (62F15)
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