Pages that link to "Item:Q2058757"
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The following pages link to Estimation of time-varying autoregressive stochastic volatility models with stable innovations (Q2058757):
Displaying 5 items.
- Nonlinear autoregressive model with stochastic volatility innovations: semiparametric and Bayesian approach (Q724486) (← links)
- Estimation of time-varying AR \(S\alpha S\) processes using Gibbs sampling (Q2377779) (← links)
- Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility (Q2691676) (← links)
- Mode Identification of Volatility in Time-Varying Autoregression (Q4648567) (← links)
- Sequential Estimation and Control of Time-Varying Unit Root Processes with an Application to S&P Stock Price (Q5389554) (← links)
