Pages that link to "Item:Q3440750"
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The following pages link to On a Mixture GARCH Time-Series Model (Q3440750):
Displayed 15 items.
- Bayesian non-parametric mixtures of GARCH(1,1) models (Q454766) (← links)
- Restricted normal mixture QMLE for non-stationary TGARCH(1,1) models (Q477106) (← links)
- A Monte Carlo Markov chain algorithm for a class of mixture time series models (Q692950) (← links)
- A mixture integer-valued ARCH model (Q963895) (← links)
- Mixture periodic autoregressive conditional heteroskedastic models (Q1023922) (← links)
- Discussion on the paper ``Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach'' (Q1042937) (← links)
- Statistical inference for mixture GARCH models with financial application (Q2135925) (← links)
- Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models (Q2454005) (← links)
- Moments of Mixture Periodic Autoregressive Models (Q2892598) (← links)
- On an independent and identically distributed mixture bilinear time-series model (Q3077682) (← links)
- Portfolio Selection with Common Correlation Mixture Models (Q3606095) (← links)
- Recursive online EM estimation of mixture autoregressions (Q4922636) (← links)
- On mixture periodic Integer-Valued <i>ARCH</i> models (Q5086368) (← links)
- LEAST ABSOLUTE DEVIATION ESTIMATION FOR UNIT ROOT PROCESSES WITH GARCH ERRORS (Q5411515) (← links)
- Bayesian inference for a mixture double autoregressive model (Q6068059) (← links)