Pages that link to "Item:Q397924"
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The following pages link to Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility (Q397924):
Displaying 3 items.
- Maximum likelihood estimation of a TVP-VAR (Q2328519) (← links)
- Maximum likelihood estimation of mixed C-vines with application to exchange rates (Q4970956) (← links)
- Maximum likelihood estimation in vector autoregressive models with multivariate scaled <i>t</i>-distributed innovations using EM-based algorithms (Q5084753) (← links)