The following pages link to Francisco Blasques (Q337772):
Displayed 22 items.
- Spillover dynamics for systemic risk measurement using spatial financial time series models (Q337776) (← links)
- Stationarity and ergodicity of univariate generalized autoregressive score processes (Q405328) (← links)
- (Q726595) (redirect page) (← links)
- Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data (Q726598) (← links)
- A dynamic network model of the unsecured interbank lending market (Q1657330) (← links)
- Semiparametric score driven volatility models (Q1659100) (← links)
- Feasible invertibility conditions and maximum likelihood estimation for observation-driven models (Q1746551) (← links)
- Penalized indirect inference (Q1754510) (← links)
- A time-varying parameter model for local explosions (Q2116324) (← links)
- Maximum likelihood estimation for score-driven models (Q2116342) (← links)
- Accelerating score-driven time series models (Q2330723) (← links)
- Missing observations in observation-driven time series models (Q2658759) (← links)
- Quasi score-driven models (Q2697985) (← links)
- TRANSFORMED POLYNOMIALS FOR NONLINEAR AUTOREGRESSIVE MODELS OF THE CONDITIONAL MEAN (Q2936571) (← links)
- Amendments and Corrections (Q4561006) (← links)
- A stochastic recurrence equations approach for score driven correlation models (Q5034245) (← links)
- Information-theoretic optimality of observation-driven time series models for continuous responses (Q5258425) (← links)
- Time‐Varying Transition Probabilities for Markov Regime Switching Models (Q5346584) (← links)
- Nonlinear autoregressive models with optimality properties (Q5860996) (← links)
- Stochastic properties of nonlinear locally-nonstationary filters (Q6108342) (← links)
- Maximum likelihood estimation for non-stationary location models with mixture of normal distributions (Q6193025) (← links)
- Autoregressive conditional betas (Q6193071) (← links)