Pages that link to "Item:Q452568"
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The following pages link to The hierarchical-likelihood approach to autoregressive stochastic volatility models (Q452568):
Displaying 5 items.
- Modifications of REML algorithm for HGLMs (Q693328) (← links)
- Sparse vector heterogeneous autoregressive modeling for realized volatility (Q2132003) (← links)
- A review on recent advances and applications of h-likelihood method (Q2132017) (← links)
- Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (Q4219769) (← links)
- Modelling random effect variance with double hierarchical generalized linear models (Q4970968) (← links)