Pages that link to "Item:Q1367958"
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The following pages link to Analytical derivatives for Morkov switching models (Q1367958):
Displaying 6 items.
- Analytical derivates of the APARCH model (Q1768382) (← links)
- Statistical inference for mixture GARCH models with financial application (Q2135925) (← links)
- Statistical analysis of mixture vector autoregressive models (Q2835319) (← links)
- ANALYSIS OF THE LIKELIHOOD FUNCTION FOR MARKOV‐SWITCHING VAR(CH) MODELS (Q5176866) (← links)
- Closed-form likelihood function of Markov-switching models. (Q5940801) (← links)
- Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables (Q6097545) (← links)