Inference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form
Charles S. Bos; Neil Shephard
| Year of publication: |
2006
|
|---|---|
| Authors: | Bos, Charles S. ; Shephard, Neil G. |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 25.2006, 2/3, p. 219-244
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| Subject: | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | US-Dollar | US dollar | Schätzung | Estimation | Theorie | Theory | Großbritannien | United Kingdom | Deutschland | Germany | Japan | Zustandsraummodell | State space model | 1992 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003355740