Pages that link to "Item:Q5176863"

The following pages link to Time‐series models with an EGB2 conditional distribution (Q5176863):

Displaying 8 items.

• Maximum likelihood estimation for score-driven models (Q2116342) (← links)
• Skewness-Kurtosis Bounds for EGB1, EGB2, and Special Cases (Q3458127) (← links)
• Time‐series models with an EGB2 conditional distribution (Q5176863) (← links)
• Score-driven models for realized volatility (Q6090596) (← links)
• Stochastic properties of nonlinear locally-nonstationary filters (Q6108342) (← links)
• Maximum likelihood estimation for non-stationary location models with mixture of normal distributions (Q6193025) (← links)
• A comparison of the GB2 and skewed generalized log-t distributions with an application in finance (Q6199642) (← links)
• A robust Beveridge-Nelson decomposition using a score-driven approach with an application (Q6498748) (← links)