Multivariate mixed normal conditional heteroskedasticity (Q1019987): Difference between revisions

@@ Property / author @@
-Luc Bauwens
@@ Property / author: Luc Bauwens / rank @@
-Normal rank
@@ Property / author @@
-Christian M. Hafner
@@ Property / author: Christian M. Hafner / rank @@
-Normal rank
@@ Property / author @@
-Jeroen V. K. Rombouts
@@ Property / author: Jeroen V. K. Rombouts / rank @@
-Normal rank
@@ Property / author @@
+Luc Bauwens
@@ Property / author: Luc Bauwens / rank @@
+Normal rank
@@ Property / author @@
+Christian M. Hafner
@@ Property / author: Christian M. Hafner / rank @@
+Normal rank
@@ Property / author @@
+Jeroen V. K. Rombouts
@@ Property / author: Jeroen V. K. Rombouts / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3122537114
@@ Property / OpenAlex ID: W3122537114 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4139463
@@ Property / cites work: Q4139463 / rank @@
+Normal rank
@@ Property / cites work @@
+Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models
+Normal rank
@@ Property / cites work @@
+A Computationally Efficient Feasible Sequential Quadratic Programming Algorithm
+Normal rank
@@ Property / cites work @@
+Q4716820
@@ Property / cites work: Q4716820 / rank @@
+Normal rank
@@ Property / cites work @@
+Finite mixture models
@@ Property / cites work: Finite mixture models / rank @@
+Normal rank
@@ Property / cites work @@
+Regime switching for dynamic correlations
@@ Property / cites work: Regime switching for dynamic correlations / rank @@
+Normal rank
@@ Property / cites work @@
+On a Mixture Autoregressive Model
@@ Property / cites work: On a Mixture Autoregressive Model / rank @@
+Normal rank
@@ Property / cites work @@
+On a Mixture Autoregressive Conditional Heteroscedastic Model
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1019987