Pages that link to "Item:Q1927087"
From MaRDI portal
The following pages link to A Bayesian conditional autoregressive geometric process model for range data (Q1927087):
Displaying 11 items.
- Geometric stick-breaking processes for continuous-time Bayesian nonparametric modeling (Q546107) (← links)
- A multivariate conditional autoregressive range model (Q1927776) (← links)
- Multivariate generalized Poisson geometric process model with scale mixtures of normal distributions (Q2443255) (← links)
- Efficient estimation of financial risk by regressing the quantiles of parametric distributions: an application to CARR models (Q2697030) (← links)
- Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model (Q2700553) (← links)
- Modeling Electricity Price Using A Threshold Conditional Autoregressive Geometric Process Jump Model (Q2876225) (← links)
- Estimation of the parameters of the gamma geometric process (Q5096669) (← links)
- Forecasting trade durations via ACD models with mixture distributions (Q5120735) (← links)
- Bayesian analysis of Cannabis offences using generalized Poisson geometric process model with flexible dispersion (Q5221532) (← links)
- Volatility forecasting using stochastic conditional range model with leverage effect (Q6574620) (← links)
- Birnbaum-Saunders autoregressive conditional range model applied to stock index data (Q6578123) (← links)
