Pages that link to "Item:Q4970906"
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The following pages link to Stochastic volatility models for ordinal-valued time series with application to finance (Q4970906):
Displayed 4 items.
- Discrete-response state space models with conditional heteroscedasticity: an application to forecasting the federal funds rate target (Q1783450) (← links)
- Adaptively combined forecasting for discrete response time series (Q2442579) (← links)
- A mixed autoregressive probit model for ordinal longitudinal data (Q3303590) (← links)
- Modeling for Dynamic Ordinal Regression Relationships: An Application to Estimating Maturity of Rockfish in California (Q4690928) (← links)