Pages that link to "Item:Q3399084"

The following pages link to A Student t-mixture autoregressive model with applications to heavy-tailed financial data (Q3399084):

Displaying 16 items.

• Modeling Hong Kong's stock index with the Student \(t\)-mixture autoregressive model (Q543450) (← links)
• Symmetrical and asymmetrical mixture autoregressive processes (Q783302) (← links)
• A mixture integer-valued ARCH model (Q963895) (← links)
• On mixture autoregressive conditional heteroskedasticity (Q1643793) (← links)
• On the ergodicity of general mixture of linear autoregressive time series (Q1696088) (← links)
• Setting the margins of hang seng index futures on different positions using an APARCH-GPD model based on extreme value theory (Q2137703) (← links)
• Multivariate transformed Gaussian processes (Q2195526) (← links)
• On a constrained mixture vector autoregressive model (Q2227405) (← links)
• Bayesian analysis of heavy-tailed market microstructure model and its application in stock markets (Q2228675) (← links)
• Student's<i>t</i>Vector Random Fields with Power-Law and Log-Law Decaying Direct and Cross Covariances (Q4916406) (← links)
• Mixtures of Nonlinear Poisson Autoregressions (Q4997690) (← links)
• The maximum likelihood method for Student's t-distributed autoregressive model with infinite variance (Q5062351) (← links)
• On Construction and Estimation of Stationary Mixture Transition Distribution Models (Q5083377) (← links)
• (Q5860429) (← links)
• A mixture autoregressive model based on Student’s <i>t</i>–distribution (Q5875239) (← links)
• Portfolio selection based on semivariance and distance correlation under minimum variance framework (Q6067644) (← links)