Pages that link to "Item:Q5106937"
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The following pages link to Estimation and prediction of time-varying GARCH models through a state-space representation: a computational approach (Q5106937):
Displaying 3 items.
- Time-varying auto-regressive models for count time-series (Q2044402) (← links)
- SVD-based state and parameter estimation approach for generalized Kalman filtering with application to GARCH-in-Mean estimation (Q2223799) (← links)
- Bayesian time‐varying autoregressive models of COVID‐19 epidemics (Q6149268) (← links)