Bayesian inference of a dynamic linear model with Edgeworth series disturbances
Year of publication: |
2002
|
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Authors: | Chaturvedi, Anoop ; Wan, Alan T. K. ; Zou, Guohua |
Published in: |
Handbook of applied econometrics and statistical inference. - New York : Dekker, ISBN 0-8247-0652-8. - 2002, p. 423-441
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Bayes-Statistik | Bayesian inference |
Extent: | graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
Language: | English |
Notes: | In: Handbook of applied econometrics and statistical inference |
Source: | ECONIS - Online Catalogue of the ZBW |
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