The following pages link to (Q4779802):
Displaying 4 items.
- COPAR -- multivariate time series modeling using the copula autoregressive model (Q6574650) (← links)
- Simulated maximum likelihood in autoregressive models with stochastic volatility errors (Q6574701) (← links)
- Inference for Heavy-Tailed and Multiple-Threshold Double Autoregressive Models (Q6616615) (← links)
- Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models (Q6623164) (← links)