Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form
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Publication:5485104
DOI10.1080/07474930600713275zbMath1113.62094OpenAlexW2131150664MaRDI QIDQ5485104
Publication date: 28 August 2006
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://papers.tinbergen.nl/04015.pdf
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical analysis or methods applied to Markov chains (65C40)
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Uses Software
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