A multi-move sampler for estimating non-Gaussian time series models: Comments on Shephard & Pitt (1997)
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Publication:5456568
DOI10.1093/biomet/91.1.246zbMath1132.62349OpenAlexW2020481066MaRDI QIDQ5456568
Toshiaki Watanabe, Yasuhiro Omori
Publication date: 8 April 2008
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/91.1.246
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical analysis or methods applied to Markov chains (65C40)
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