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

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+Luc Bauwens
@@ Property / author: Luc Bauwens / rank @@
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+Christian M. Hafner
@@ Property / author: Christian M. Hafner / rank @@
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@@ Property / author @@
+Jeroen V. K. Rombouts
@@ Property / author: Jeroen V. K. Rombouts / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
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+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
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@@ Property / cites work @@
+A Computationally Efficient Feasible Sequential Quadratic Programming Algorithm
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@@ 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 @@
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@@ Property / cites work @@
+On a Mixture Autoregressive Model
@@ Property / cites work: On a Mixture Autoregressive Model / rank @@
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@@ Property / cites work @@
+On a Mixture Autoregressive Conditional Heteroscedastic Model
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