Pages that link to "Item:Q4351582"
From MaRDI portal
The following pages link to Multivariate modelling of the autoregressive random variance process (Q4351582):
Displaying 10 items.
- The Wishart autoregressive process of multivariate stochastic volatility (Q302185) (← links)
- A multivariate threshold stochastic volatility model (Q960327) (← links)
- A simple multivariate ARCH model specified by random coefficients (Q1010530) (← links)
- MULTIVARIATE ECOGARCH PROCESSES (Q3168874) (← links)
- (Q3345618) (← links)
- Multi‐variate <i>t</i> Autoregressions: Innovations, Prediction Variances and Exact Likelihood Equations (Q4828166) (← links)
- An empirical Bayesian forecast in the threshold stochastic volatility models (Q4922646) (← links)
- Analyzing multiple vector autoregressions through matrix-variate normal distribution with two covariance matrices (Q5077392) (← links)
- Multivariate elliptically contoured autoregressive process (Q5148633) (← links)
- High‐dimensional sparse multivariate stochastic volatility models (Q6135331) (← links)