Pages that link to "Item:Q1318993"

The following pages link to Local scale models. State space alternative to integraded GARCH processes (Q1318993):

Displaying 14 items.

• Power-weighted densities for time series data (Q288591) (← links)
• Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility (Q397924) (← links)
• Bayesian estimation of an extended local scale stochastic volatility model (Q737916) (← links)
• A tractable state-space model for symmetric positive-definite matrices (Q899053) (← links)
• Hellinger distance and non-informative priors (Q899064) (← links)
• Particle filtering approximations for a Gaussian-generalized inverse Gaussian model (Q1004258) (← links)
• A Gaussian-generalized inverse Gaussian finite-dimensional filter. (Q1613659) (← links)
• Finite dimensional filters for nonlinear stochastic difference equations with multiplicative noises (Q1805792) (← links)
• Asymptotic filtering theory for multivariate ARCH models (Q1915438) (← links)
• A new filtering inference procedure for a GED state-space volatility model (Q2156805) (← links)
• Modeling volatility using state space models with heavy tailed distributions (Q2228729) (← links)
• Real-time covariance estimation for the local level model (Q4979095) (← links)
• A NON‐GAUSSIAN FAMILY OF STATE‐SPACE MODELS WITH EXACT MARGINAL LIKELIHOOD (Q5408111) (← links)
• (Q6073218) (← links)