The following pages link to (Q2902624):
Displaying 8 items.
- Nonlinear autoregressive model with stochastic volatility innovations: semiparametric and Bayesian approach (Q724486) (← links)
- Teaching size and power properties of hypothesis tests through simulations (Q1669830) (← links)
- Bayesian inference of multiple structural change models with asymmetric GARCH errors (Q2062347) (← links)
- Multivariate time series models for mixed data (Q2108503) (← links)
- A semiparametric approach for modeling partially linear autoregressive model with skew normal innovations (Q2142418) (← links)
- Intraday forecasts of a volatility index: functional time series methods with dynamic updating (Q2288944) (← links)
- Efficient Bayesian PARCOR approaches for dynamic modeling of multivariate time series (Q5135321) (← links)
- Asymptotic subadditivity/superadditivity of Value‐at‐Risk under tail dependence (Q6146694) (← links)
