Pages that link to "Item:Q5107711"
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The following pages link to Asymmetric heavy-tailed vector auto-regressive processes with application to financial data (Q5107711):
Displaying 10 items.
- Leptokurtic and platykurtic class of robust symmetrical and asymmetrical time series models (Q1987420) (← links)
- Heteroscedastic nonlinear regression models using asymmetric and heavy tailed two-piece distributions (Q2058551) (← links)
- Autoregressive time series analysis of variance with skew normal innovations (Q2089353) (← links)
- Generalized autoregressive score models based on sinh-arcsinh distributions for time series analysis (Q2112713) (← links)
- Modeling and forecasting the spread and death rate of coronavirus (COVID-19) in the world using time series models (Q2123619) (← links)
- Chaotic systems with asymmetric heavy-tailed noise: application to 3D attractors (Q2131730) (← links)
- Application of state-space model with skew-\(t\) measurement noise to blood test value prediction (Q2240304) (← links)
- A Bayesian approach on the two-piece scale mixtures of normal homoscedastic nonlinear regression models (Q5073398) (← links)
- Convergence analysis of a synchronous gradient estimation scheme for time-varying parameter systems (Q6489254) (← links)
- Research on portfolio optimization under asymmetric power-law distribution of return tail (Q6571812) (← links)
