Markov chain Sampling in ARMA (p,q) Garch (r,s)-M(k)Model

Date: Apr 19, 2002 at 17:30 h
Venue: Sala de Seminarios, CMM
Speaker: JUN YE
Affiliation: Tsinghua University (Beijing, China)
Coordinator: Joaquín Fontbona

Posted on Apr 19, 2002 in Seminars, Stochastic Modeling