Pages that link to "Item:Q4828166"

The following pages link to Multi‐variate <i>t</i> Autoregressions: Innovations, Prediction Variances and Exact Likelihood Equations (Q4828166):

Displaying 14 items.

• AR(1) model with skew-normal innovations (Q504186) (← links)
• Construction of non-Gaussian random fields with any given correlation structure (Q1007456) (← links)
• A semiparametric approach for modeling partially linear autoregressive model with skew normal innovations (Q2142418) (← links)
• Multivariate transformed Gaussian processes (Q2195526) (← links)
• Exploratory data analysis and model criticism with posterior plots (Q2445724) (← links)
• On the Properties of the Likelihood Function of Spanos' Conditional t Heteroskedastic Model (Q2815386) (← links)
• Exact Likelihood Equations for Autoregression Models with Multivariate Elliptically Contoured Distributions (Q3625362) (← links)
• EM-based algorithms for autoregressive models with <i>t</i>-distributed innovations (Q4563399) (← links)
• Student's<i>t</i>Vector Random Fields with Power-Law and Log-Law Decaying Direct and Cross Covariances (Q4916406) (← links)
• Maximum likelihood estimation in vector autoregressive models with multivariate scaled <i>t</i>-distributed innovations using EM-based algorithms (Q5084753) (← links)
• Nonlinear semiparametric AR(1) model with skew-symmetric innovations (Q5084929) (← links)
• Likelihood-Based Inference in Autoregressive Models with Scaled<i>t</i>-Distributed Innovations by Means of EM-Based Algorithms (Q5299960) (← links)
• Skew-Normal ARMA Models with Nonlinear Heteroscedastic Predictors (Q5421536) (← links)
• Student processes (Q5694148) (← links)