Pages that link to "Item:Q5421217"
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The following pages link to On a mixture vector autoregressive model (Q5421217):
Displaying 32 items.
- Gaussian mixture vector autoregression (Q75584) (← links)
- Analytic expressions for predictive distributions in mixture autoregressive models (Q109791) (← links)
- Mixtures of autoregressions with an improper component for panel data (Q263360) (← links)
- Laplace mixture autoregressive models (Q273686) (← links)
- On first and second order stationarity of random coefficient models (Q616276) (← links)
- Zero-inflated Poisson and negative binomial integer-valued GARCH models (Q665032) (← links)
- Multivariate contemporaneous-threshold autoregressive models (Q737288) (← links)
- Modelling Australian interest rate swap spreads by mixture autoregressive conditional heteroscedastic processes (Q834291) (← links)
- A mixture integer-valued ARCH model (Q963895) (← links)
- Stationary mixture transition distribution (MTD) models via predictive distributions (Q997299) (← links)
- Multivariate time series modeling and classification via hierarchical VAR mixtures (Q1010492) (← links)
- Bayesian mixture of autoregressive models (Q1023925) (← links)
- Discussion on the paper ``Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach'' (Q1042937) (← links)
- On mixture autoregressive conditional heteroskedasticity (Q1643793) (← links)
- On a constrained mixture vector autoregressive model (Q2227405) (← links)
- Sequential estimation of mixtures of structured autoregressive models (Q2361181) (← links)
- Statistical analysis of mixture vector autoregressive models (Q2835319) (← links)
- On Mixture Periodic Vector Autoregressive Models (Q2876148) (← links)
- Bayesian analysis of mixture of autoregressive components with an application to financial market volatility (Q3439757) (← links)
- Multivariate autoregressive time semes modeling: one scalar autoregressive model at-A-time (Q4337096) (← links)
- Hidden Markov Mixture Autoregressive Models: Stability and Moments (Q4921660) (← links)
- A negative binomial integer-valued GARCH model (Q4979080) (← links)
- On Construction and Estimation of Stationary Mixture Transition Distribution Models (Q5083377) (← links)
- On mixture periodic Integer-Valued <i>ARCH</i> models (Q5086368) (← links)
- Uncovering Characteristic Response Paths of a Population (Q5087731) (← links)
- On hysteretic vector autoregressive model with applications (Q5107318) (← links)
- On a mixture vector autoregressive model (Q5421217) (← links)
- A mixture autoregressive model based on Student’s <i>t</i>–distribution (Q5875239) (← links)
- A Mixed Copula-Based Vector Autoregressive Model for Econometric Analysis (Q5876092) (← links)
- Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions (Q6108270) (← links)
- Doubly-inflated Poisson INGARCH models for count time series (Q6151255) (← links)
- Likelihood-based analysis in mixture global vars (Q6187958) (← links)
