Estimation under copula-based Markov normal mixture models for serially correlated data (Q5086400): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Created claim: Wikidata QID (P12): Q127368067, #quickstatements; #temporary_batch_1722793424638
 
(2 intermediate revisions by 2 users not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/03610918.2019.1652318 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2967502806 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Lindeberg-Levy Theorem for Martingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of copula-based semiparametric time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling stock markets' volatility using GARCH models with normal, Student's \(t\) and stable Paretian distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Copulas and Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: R routines for performing estimation and statistical process control under copula-based time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Understanding Relationships Using Copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Model diagnostic procedures for copula-based Markov chain models for statistical process control / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Test for Normality of Observations and Regression Residuals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4382161 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Control charts of mean and variance using copula Markov SPC and conditional distribution by copula / rank
 
Normal rank
Property / cites work
 
Property / cites work: Directional dependence via Gaussian copula beta regression model with asymmetric GARCH marginals / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Root selection in normal mixture models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Bayesian inference for time series via copula-based Markov chain models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical evidence on Student-\(t\) log-returns of diversified world stock indices / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q127368067 / rank
 
Normal rank

Latest revision as of 19:46, 4 August 2024

scientific article; zbMATH DE number 7553345
Language Label Description Also known as
English
Estimation under copula-based Markov normal mixture models for serially correlated data
scientific article; zbMATH DE number 7553345

    Statements

    Estimation under copula-based Markov normal mixture models for serially correlated data (English)
    0 references
    0 references
    0 references
    0 references
    5 July 2022
    0 references
    log return
    0 references
    copula
    0 references
    normal mixture distribution
    0 references
    Newton-Raphson algorithm
    0 references
    Markov model
    0 references

    Identifiers