The following pages link to (Q4407595):
Displayed 10 items.
- Regime-switching recurrent reinforcement learning for investment decision making (Q373176) (← links)
- Slope influence diagnostics in conditional heteroscedastic time series models (Q481421) (← links)
- Spectral inversion of second order Volterra models based on the blind identification of Wiener models (Q634870) (← links)
- Markov-switching stochastic trends and economic fluctuations (Q953740) (← links)
- Diagnostics for conditional heteroscedasticity models: some simulation results. (Q1418612) (← links)
- Sequential monitoring of minimum variance portfolio (Q2461273) (← links)
- Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market (Q2691774) (← links)
- On double hysteretic heteroskedastic model (Q5222509) (← links)
- Forecasting with non-homogeneous hidden Markov models (Q5917857) (← links)
- Forecasting with non-homogeneous hidden Markov models (Q5970616) (← links)