A multi-move sampler for estimating non-Gaussian time series models : comments on Shephard & Pitt (1997)

CiNii Available at 1 libraries

Bibliographic Information

Title
"A multi-move sampler for estimating non-Gaussian time series models : comments on Shephard & Pitt (1997)"
Statement of Responsibility
Toshiaki Watanabe, Yasuhiro Omori
Publisher
  • Faculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University
Publication Year
  • 2004
Book size
30 cm

Search this Book/Journal

Notes

"21世紀COEプログラム「金融市場のミクロ構造と制度設計」, 東京都立大学"--At end

Includes bibliographical references

Related Books

See more

Details 詳細情報について

  • CRID
    1130299816642770321
  • NII Book ID
    BD06370540
  • Text Lang
    en
  • Country Code
    ja
  • Title Language Code
    en
  • Place of Publication
    • [八王子]
  • Data Source
    • CiNii Books
Back to top