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Published 2010
Physica
Table of Contents: “... for Integer Autoregressive Models -- Bayesian Inference for a Periodic Stochastic Volatility Model of Intraday...”
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2
by Fahrmeir, Ludwig, Tutz, Gerhard
Published 2001
Springer New York
“... as new sections on local smoothing approaches and Bayesian inference. Chapter 6 now incorporates...”