Pages that link to "Item:Q5034245"
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The following pages link to A stochastic recurrence equations approach for score driven correlation models (Q5034245):
Displayed 4 items.
- Two classes of dynamic binomial integer-valued ARCH models (Q2032324) (← links)
- Maximum likelihood estimation for score-driven models (Q2116342) (← links)
- A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation (Q2151994) (← links)
- The continuous-time limit of score-driven volatility models (Q2658765) (← links)