Pages that link to "Item:Q2255951"

The following pages link to A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation (Q2255951):

Displayed 8 items.

• Optimum attributes component test plans for \(k\)-out-of-\(n:F\) Weibull systems using prior information (Q300038) ‎ (← links)
• A linearized value-at-risk model with transaction costs and short selling (Q320109) ‎ (← links)
• A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection (Q1659170) ‎ (← links)
• Nonlinear manifold learning for early warnings in financial markets (Q1751692) ‎ (← links)
• Bayesian semiparametric double autoregressive modeling (Q2298423) ‎ (← links)
• A multivariate extension of a vector of two-parameter Poisson–Dirichlet processes (Q5256279) ‎ (← links)
• Particle learning for Bayesian semi-parametric stochastic volatility model (Q5860957) ‎ (← links)
• Bayesian semiparametric multivariate stochastic volatility with application (Q5861010) ‎ (← links)