Pages that link to "Item:Q1916235"
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The following pages link to An algorithm for estimating parameters of state-space models (Q1916235):
Displayed 9 items.
- Likelihood inference in BL-GARCH models (Q1424647) (← links)
- Online prediction of Berlin single-family house prices (Q1424656) (← links)
- Extended stochastic volatility models incorporating realised measures (Q1623565) (← links)
- A nonlinear time series approach to modelling asymmetry in stock market indexes (Q1766973) (← links)
- Nonstationary dynamic factor analysis (Q2491853) (← links)
- (Q3143806) (← links)
- (Q5101781) (← links)
- Approximate state space modelling of unobserved fractional components (Q5862511) (← links)
- A tale of two sentiment scales: disentangling short-run and long-run components in multivariate sentiment dynamics (Q6158388) (← links)