Pages that link to "Item:Q6187969"
From MaRDI portal
The following pages link to A threshold stochastic volatility model with explanatory variables (Q6187969):
Displaying 6 items.
- Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach (Q2044767) (← links)
- Bayesian empirical likelihood inference for the generalized binomial AR(1) model (Q2111947) (← links)
- Statistical inference for self-exciting threshold INAR processes with missing values (Q6084121) (← links)
- A study for the NMBAR(1) processes (Q6558501) (← links)
- Variable selection for quantile autoregressive model: Bayesian methods versus classical methods (Q6571997) (← links)
- Testing data cloning as the basis of an estimator for the stochastic volatility in mean model (Q6607552) (← links)
