Pages that link to "Item:Q1318993"
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The following pages link to Local scale models. State space alternative to integraded GARCH processes (Q1318993):
Displayed 9 items.
- Particle filtering approximations for a Gaussian-generalized inverse Gaussian model (Q1004258) (← links)
- A Gaussian-generalized inverse Gaussian finite-dimensional filter. (Q1613659) (← links)
- Finite dimensional filters for nonlinear stochastic difference equations with multiplicative noises (Q1805792) (← links)
- Asymptotic filtering theory for multivariate ARCH models (Q1915438) (← links)
- Pairwise Likelihood Inference for General State Space Models (Q3615083) (← links)
- Bayesian analysis of stochastic volatility models with flexible tails (Q3842859) (← links)
- Weak convergence and distributional assumptions for a general class of nonliner arch models (Q4355166) (← links)
- Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form (Q5485104) (← links)
- Monte Carlo Likelihood Estimation for Three Multivariate Stochastic Volatility Models (Q5485110) (← links)