Gibbs samplers for VARMA and its extensions
by Joshua C. C. Chan
| Year of publication: |
2013
|
|---|---|
| Authors: | Chan, Joshua C. C. ; Eisenstat, Eric |
| Publisher: |
Canberra : ANU College of Business & Economics |
| Subject: | Wirtschaftsindikator | Economic indicator | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | ARMA-Modell | ARMA model | Zustandsraummodell | State space model |
| Extent: | Online-Ressource (22 S.) |
|---|---|
| Series: | ANU working papers in economics and econometrics. - Canberra : [Verlag nicht ermittelbar], ZDB-ID 2652729-7. - Vol. 604 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| ISBN: | 0-86831-604-0 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009711161