Pages that link to "Item:Q1643793"

The following pages link to On mixture autoregressive conditional heteroskedasticity (Q1643793):

Displaying 9 items.

• Mixture transition distribution (MTD) modeling of heteroscedastic time series (Q951799) (← links)
• Multivariate mixed normal conditional heteroskedasticity (Q1019987) (← links)
• Mixture periodic autoregressive conditional heteroskedastic models (Q1023922) (← links)
• Statistical inference for mixture GARCH models with financial application (Q2135925) (← links)
• Statistical analysis of mixture vector autoregressive models (Q2835319) (← links)
• A Student t-mixture autoregressive model with applications to heavy-tailed financial data (Q3399084) (← links)
• Bayesian analysis of mixture of autoregressive components with an application to financial market volatility (Q3439757) (← links)
• On a Mixture GARCH Time-Series Model (Q3440750) (← links)
• Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions (Q6108270) (← links)