Pages that link to "Item:Q1858911"
From MaRDI portal
The following pages link to Entropy densities with an application to autoregressive conditional skewness and kurtosis. (Q1858911):
Displaying 24 items.
- Estimation of copula-based semiparametric time series models (Q274894) (← links)
- Maximum entropy autoregressive conditional heteroskedasticity model (Q302193) (← links)
- Minimum mutual information and non-Gaussianity through the maximum entropy method: theory and properties (Q406088) (← links)
- Reliability analysis of free jet scour below dams (Q406242) (← links)
- Minimum mutual information and non-Gaussianity through the maximum entropy method: estimation from finite samples (Q742670) (← links)
- Modelling time-varying higher moments with maximum entropy density (Q834290) (← links)
- Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and indepen\-dence (Q849598) (← links)
- Conditional volatility, skewness, and kurtosis: Existence, persistence, and comovements (Q951384) (← links)
- Calculation of maximum entropy densities with application to income distribution (Q1398965) (← links)
- Diagnosis and impacts of non-Gaussianity of innovations in data assimilation (Q1957111) (← links)
- Capturing deep tail risk via sequential learning of quantile dynamics (Q2007859) (← links)
- A linear goal programming method to recover risk neutral probabilities from options prices by maximum entropy (Q2331013) (← links)
- A mean-CVaR-skewness portfolio optimization model based on asymmetric Laplace distribution (Q2341246) (← links)
- Dynamic D-vine copula model with applications to Value-at-Risk (VaR) (Q2417030) (← links)
- Estimation and inference of the vector autoregressive process under heteroscedasticity (Q2890716) (← links)
- Maximum entropy approximations for asymptotic distributions of smooth functions of sample means (Q2911656) (← links)
- Towards a Computationally Tractable Maximum Entropy Principle for Nonstationary Financial Time Series (Q3122064) (← links)
- Estimation of Time Varying Skewness and Kurtosis with an Application to Value at Risk (Q3574763) (← links)
- Misspecification and Domain Issues in Fitting Garch(1, 1) Models: A Monte Carlo Investigation (Q3616249) (← links)
- Multivariate elliptically contoured autoregressive process (Q5148633) (← links)
- Multivariate autoregressive extreme value process and its application for modeling the time series properties of the extreme daily asset prices (Q5739165) (← links)
- Independent Factor Autoregressive Conditional Density Model (Q5863555) (← links)
- A hybrid approach for the dynamic instability analysis of single-layer latticed domes with uncertainties (Q6491414) (← links)
- Conditional Extremes in Asymmetric Financial Markets (Q6626295) (← links)
