Pages that link to "Item:Q2276169"
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The following pages link to Detection of structural breaks in a time-varying heteroskedastic regression model (Q2276169):
Displaying 6 items.
- Bayesian multiple structural change-points estimation in time series models with genetic algorithm (Q395906) (← links)
- Generalized Poisson autoregressive models for time series of counts (Q1659180) (← links)
- Bayesian inference of multiple structural change models with asymmetric GARCH errors (Q2062347) (← links)
- Bayesian estimation for threshold autoregressive model with multiple structural breaks (Q2221227) (← links)
- On hysteretic vector autoregressive model with applications (Q5107318) (← links)
- On double hysteretic heteroskedastic model (Q5222509) (← links)
