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*008090408s2008    no            000 u eng d
*00900714cam a2200193 c 4500
*019  $bl
*035  $a(EXLNZ-47BIBSYS_NETWORK)990902980394702201
*035  $a(NO-LaBS)13898814(bibid)
*035  $a(NO-TrBIB)090298039
*035  $a090298039-47bibsys_network
*040  $aNO-TrBIB$bnob$ekatreg
*24500$aEstimating stochastic volatility models using integrated nested Laplace approximations$cby Sara Martino ... [et al.]
*260  $aTrondheim$bNorwegian University of Science and Technology$c[2008]
*300  $a21 s.$bdiagr.
*4901 $aStatistics$vno. 8/2008
*7001 $aMartino, Sara$d1977-$0(NO-TrBIB)5089891$_46716700
*830 0$aStatistics (Trondheim : trykt utg.)$vno. 8/2008$w998120151934702201$_15585500
*901  $a80
*999  $aoai:nb.bibsys.no:990902980394702202$b2021-11-14T20:27:37Z$z990902980394702202
^