Pages that link to "Item:Q2029214"
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The following pages link to Bayesian inference of smooth transition autoregressive (STAR)\((k)\)-GARCH\((l, m)\) models (Q2029214):
Displaying 6 items.
- Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation (Q543456) (← links)
- Bayesian estimation of smooth transition GARCH model using Gibbs sampling (Q1418604) (← links)
- Bayesian Model Uncertainty In Smooth Transition Autoregressions (Q3440743) (← links)
- Bayesian inference for smooth transition autoregressive (STAR) model: A prior sensitivity analysis (Q4593873) (← links)
- Bayesian inference of multivariate-GARCH-BEKK models (Q6089306) (← links)
- Bayesian estimation and model selection of a multivariate smooth transition autoregressive model (Q6626167) (← links)
