Pages that link to "Item:Q2255951"

The following pages link to A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation (Q2255951):

Displaying 9 items.

• Optimum attributes component test plans for \(k\)-out-of-\(n:F\) Weibull systems using prior information (Q300038) (← links)
• A linearized value-at-risk model with transaction costs and short selling (Q320109) (← links)
• A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection (Q1659170) (← links)
• Nonlinear manifold learning for early warnings in financial markets (Q1751692) (← links)
• Bayesian semiparametric double autoregressive modeling (Q2298423) (← links)
• A multivariate extension of a vector of two-parameter Poisson–Dirichlet processes (Q5256279) (← links)
• Particle learning for Bayesian semi-parametric stochastic volatility model (Q5860957) (← links)
• Bayesian semiparametric multivariate stochastic volatility with application (Q5861010) (← links)
• On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices (Q6064131) (← links)