Pages that link to "Item:Q5106838"
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The following pages link to Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions (Q5106838):
Displayed 19 items.
- A proof for the existence of multivariate singular generalized skew-elliptical density functions (Q722655) (← links)
- Symmetrical and asymmetrical mixture autoregressive processes (Q783302) (← links)
- The skew-reflected-Gompertz distribution for analyzing symmetric and asymmetric data (Q1713095) (← links)
- Leptokurtic and platykurtic class of robust symmetrical and asymmetrical time series models (Q1987420) (← links)
- Modeling and forecasting the spread and death rate of coronavirus (COVID-19) in the world using time series models (Q2123619) (← links)
- Robust mixture modeling based on two-piece scale mixtures of normal family (Q2306303) (← links)
- Mixtures of multivariate restricted skew-normal factor analyzer models in a Bayesian framework (Q2319477) (← links)
- Periodic autoregressive models with closed skew-normal innovations (Q2319487) (← links)
- Robust finite mixture modeling of multivariate unrestricted skew-normal generalized hyperbolic distributions (Q2329775) (← links)
- Two-Piece location-scale distributions based on scale mixtures of normal family (Q4606476) (← links)
- Nonlinear semiparametric autoregressive model with finite mixtures of scale mixtures of skew normal innovations (Q5034164) (← links)
- Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic (Q5073401) (← links)
- Autoregressive processes with generalized hyperbolic innovations (Q5083924) (← links)
- PAR(1) model analysis: a web-based shiny application for analysing periodic autoregressive models (Q5086089) (← links)
- Time series models based on the unrestricted skew-normal process (Q5107309) (← links)
- A robust class of homoscedastic nonlinear regression models (Q5107490) (← links)
- Asymmetric heavy-tailed vector auto-regressive processes with application to financial data (Q5107711) (← links)
- On the Stationary Marginal Distributions of Subclasses of Multivariate Setar Processes of Order One (Q5111853) (← links)
- Nonlinear autoregressive stochastic frontier model with dynamic technical inefficiency in panel data (Q5875310) (← links)