Pages that link to "Item:Q6187969"
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The following pages link to A threshold stochastic volatility model with explanatory variables (Q6187969):
Displaying 9 items.
- Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach (Q2044767) (← links)
- Bayesian empirical likelihood inference for the generalized binomial AR(1) model (Q2111947) (← links)
- A new bivariate autoregressive model driven by logistic regression (Q6060866) (← links)
- A nonparametric Bayesian analysis for meningococcal disease counts based on integer-valued threshold time series models (Q6078257) (← links)
- Statistical inference for self-exciting threshold INAR processes with missing values (Q6084121) (← links)
- Bayesian inference for quantile autoregressive model with explanatory variables (Q6106243) (← links)
- A study for the NMBAR(1) processes (Q6558501) (← links)
- Variable selection for quantile autoregressive model: Bayesian methods versus classical methods (Q6571997) (← links)
- Testing data cloning as the basis of an estimator for the stochastic volatility in mean model (Q6607552) (← links)
