Pages that link to "Item:Q2930900"

The following pages link to Multi-variate stochastic volatility modelling using Wishart autoregressive processes (Q2930900):

Displaying 10 items.

• The Wishart autoregressive process of multivariate stochastic volatility (Q302185) (← links)
• The conditional autoregressive Wishart model for multivariate stock market volatility (Q738147) (← links)
• Comment on article by Windle and Carvalho (Q899054) (← links)
• Multivariate Wishart stochastic volatility and changes in regime (Q1622088) (← links)
• A new filtering inference procedure for a GED state-space volatility model (Q2156805) (← links)
• Transform formulae for linear functionals of affine processes and their bridges on positive semidefinite matrices (Q2444649) (← links)
• Multivariate Stochastic Volatility Estimation Using Particle Filters (Q2787388) (← links)
• Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility (Q5860935) (← links)
• Bayesian semiparametric modeling of realized covariance matrices (Q5964748) (← links)
• A Bayesian non-stationary heteroskedastic time series model for multivariate critical care data (Q6618410) (← links)