Pages that link to "Item:Q5467629"

The following pages link to Bayesian analysis of switching ARCH models (Q5467629):

Displaying 19 items.

• A flexible prior distribution for Markov switching autoregressions with Student-\(t\) errors (Q274912) (← links)
• Bayesian non-parametric mixtures of GARCH(1,1) models (Q454766) (← links)
• Level changes in volatility models (Q470520) (← links)
• Markov switching asymmetric GARCH model: stability and forecasting (Q779705) (← links)
• A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models (Q849878) (← links)
• Time series clustering based on forecast densities (Q1010412) (← links)
• Bayesian testing for non-linearity in volatility modeling (Q1010548) (← links)
• Interpretation and inference in mixture models: simple MCMC works (Q1019984) (← links)
• Efficient Gibbs sampling for Markov switching GARCH models (Q1659098) (← links)
• Long memory and nonlinearities in realized volatility: a Markov switching approach (Q1927150) (← links)
• A new non-linear \(AR(1)\) time series model having approximate beta marginals (Q1938875) (← links)
• A computational technique to classify several fractional Brownian motion processes (Q2145498) (← links)
• Marginal likelihood for Markov-switching and change-point GARCH models (Q2512618) (← links)
• Robust and efficient specification tests in Markov-switching autoregressive models (Q2694804) (← links)
• Markov switching component GARCH model: Stability and forecasting (Q2816418) (← links)
• Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques* (Q3156190) (← links)
• Bayesian Inference and Forecasting in Dynamic Neural Networks with Fully Markov Switching ARCH Noises (Q3526064) (← links)
• Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-<i>t</i> innovations (Q3566441) (← links)
• Neural Network Models for Conditional Distribution Under Bayesian Analysis (Q5446247) (← links)