The following pages link to (Q2902624):
Displaying 18 items.
- Nonlinear autoregressive model with stochastic volatility innovations: semiparametric and Bayesian approach (Q724486) (← links)
- Teaching size and power properties of hypothesis tests through simulations (Q1669830) (← links)
- Bayesian inference of multiple structural change models with asymmetric GARCH errors (Q2062347) (← links)
- Multivariate time series models for mixed data (Q2108503) (← links)
- A semiparametric approach for modeling partially linear autoregressive model with skew normal innovations (Q2142418) (← links)
- Intraday forecasts of a volatility index: functional time series methods with dynamic updating (Q2288944) (← links)
- Self-weighted recursive estimation of GARCH models (Q4563409) (← links)
- On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators (Q4976477) (← links)
- A Sparse Learning Approach to Relative-Volatility-Managed Portfolio Selection (Q4988547) (← links)
- Nonlinear semiparametric autoregressive model with finite mixtures of scale mixtures of skew normal innovations (Q5034164) (← links)
- Applying Diebold–Mariano Test for Performance Evaluation Between Individual and Hybrid Time-Series Models for Modeling Bivariate Time-Series Data and Forecasting the Unemployment Rate in the USA (Q5048393) (← links)
- Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic (Q5073401) (← links)
- Gamma mixture of generalized error distribution (Q5077993) (← links)
- Analysis of nonlinear state space model with dependent measurement noises (Q5078098) (← links)
- Nonlinear semiparametric AR(1) model with skew-symmetric innovations (Q5084929) (← links)
- Markov switching model of nonlinear autoregressive with skew-symmetric innovations (Q5107340) (← links)
- Efficient Bayesian PARCOR approaches for dynamic modeling of multivariate time series (Q5135321) (← links)
- Asymptotic subadditivity/superadditivity of Value‐at‐Risk under tail dependence (Q6146694) (← links)
