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

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+W3122537114
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+Q4139463
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+Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models
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+A Computationally Efficient Feasible Sequential Quadratic Programming Algorithm
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+Q4716820
@@ Property / cites work: Q4716820 / rank @@
+Normal rank
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+Finite mixture models
@@ Property / cites work: Finite mixture models / rank @@
+Normal rank
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+Regime switching for dynamic correlations
@@ Property / cites work: Regime switching for dynamic correlations / rank @@
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+On a Mixture Autoregressive Model
@@ Property / cites work: On a Mixture Autoregressive Model / rank @@
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+On a Mixture Autoregressive Conditional Heteroscedastic Model
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