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Raquel Prado and Mike West: Time series: modelling, computation and inference

Chapman & Hall/CRC, 2010, 368 pp., US $94.95, GB £ 59.99, \({{\bf C}\!\!\!\raise.8pt\hbox{=}}\) 77.99, ISBN 978-1420093360

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References

  • Polasek W, Ren L (2001) Volatility analysis during the Asia-crisis, a multivariate GARCH-M model for Japan, Germany and the US. Appl Stoch Models Bus Ind 17: 93–108

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  • Pole A, West M, Harrison PJ (1994) Applied Bayesian forecasting and time series analysis. Chapman-Hall, New York

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  • West M, Harrison PJ (1989) Bayesian forecasting and dynamic models. 2nd edn. Springer, New York

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  1. Institut für höhere Studien, Vienna, Austria

    Wolfgang Polasek

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  1. Wolfgang Polasek
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Correspondence to Wolfgang Polasek.

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Polasek, W. Raquel Prado and Mike West: Time series: modelling, computation and inference. Stat Papers 54, 541–542 (2013). https://doi.org/10.1007/s00362-012-0428-3

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  • DOI: https://doi.org/10.1007/s00362-012-0428-3

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