Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form

✍ Scribed by Bos, Charles S.; Shephard, Neil

• Book ID: 120078131
• Publisher: Taylor and Francis Group
• Year: 2006
• Tongue: English
• Weight: 487 KB
• Volume: 25
• Category: Article
• ISSN: 0747-4938
• DOI: 10.1080/07474930600713275