Inference for models with asymmetric a -stable noise processes
Attributed to:
BTaRoT: Bayesian Tracking and Reasoning over Time
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1093/acprof:oso/9780199683666.003.0009
Publication URI: http://dx.doi.org/10.1093/acprof:oso/9780199683666.003.0009
Type: Book Chapter
Book Title: Unobserved Components and Time Series Econometrics (2015)
Page Reference: 190-217
ISBN: 9780199683666