Pages that link to "Item:Q5135318"
From MaRDI portal
The following pages link to A family of multivariate non‐gaussian time series models (Q5135318):
Displaying 9 items.
- A new filtering inference procedure for a GED state-space volatility model (Q2156805) (← links)
- A tv-IVAR model for multivariate irregular time series (Q2795848) (← links)
- A Bayesian non-parametric dynamic AR model for multiple time series analysis (Q2817314) (← links)
- The Cepstral Model for Multivariate Time Series: The Vector Exponential Model (Q2960503) (← links)
- Modeling Multivariate Time Series on Manifolds with Skew Radial Basis Functions (Q3070782) (← links)
- (Q4694428) (← links)
- A multi-move sampler for estimating non-Gaussian time series models: Comments on Shephard & Pitt (1997) (Q5456568) (← links)
- Exact multivariate amplitude distributions for non-stationary Gaussian or algebraic fluctuations of covariances or correlations (Q5876982) (← links)
- (Q6073218) (← links)