Pages that link to "Item:Q2722282"
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The following pages link to Maximum likelihood estimation of a latent variable time-series model (Q2722282):
Displaying 10 items.
- Likelihood-based inference for asymmetric stochastic volatility models (Q951880) (← links)
- Estimation and asymptotic covariance matrix for stochastic volatility models (Q1697869) (← links)
- Semiparametric stochastic volatility modelling using penalized splines (Q2354745) (← links)
- Latent class models for time series analysis (Q4512133) (← links)
- (Q4537851) (← links)
- Estimation and application of semiparametric stochastic volatility models based on kernel density estimation and hidden Markov models (Q4627135) (← links)
- Likelihood Evaluation of Jump-Diffusion Models Using Deterministic Nonlinear Filters (Q5066397) (← links)
- A dynamic analysis of stock markets using a hidden Markov model (Q5129065) (← links)
- Likelihood-Based Estimation of Latent Generalized ARCH Structures (Q5475052) (← links)
- Bettors' reaction to match dynamics: evidence from in-game betting (Q6113460) (← links)