Pages that link to "Item:Q1672741"

The following pages link to Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility (Q1672741):

Displaying 2 items.

• Quasi-maximum exponential likelihood estimator and portmanteau test of double \(\operatorname{AR}(p)\) model based on \(\operatorname{Laplace}(a,b)\) (Q824761) (← links)
• The semiparametric asymmetric stochastic volatility model with time-varying parameters: the case of US inflation (Q1673428) (← links)