Pages that link to "Item:Q1044066"
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The following pages link to Estimation and inference for exponential smooth transition nonlinear volatility models (Q1044066):
Displaying 6 items.
- On generalised asymmetric stochastic volatility models (Q429633) (← links)
- Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach (Q736570) (← links)
- Classification in segmented regression problems (Q901624) (← links)
- Bayesian model selection for unit root testing with multiple structural breaks (Q1659151) (← links)
- Nonlinear Poisson autoregression (Q1925990) (← links)
- A Bayesian conditional autoregressive geometric process model for range data (Q1927087) (← links)
