Pages that link to "Item:Q2190210"
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The following pages link to Relevant parameter changes in structural break models (Q2190210):
Displaying 4 items.
- Bayesian inference of multiple structural change models with asymmetric GARCH errors (Q2062347) (← links)
- Modeling time-varying parameters using artificial neural networks: a GARCH illustration (Q2700575) (← links)
- Sparse Change-point HAR Models for Realized Variance (Q5860933) (← links)
- Time-dependent shrinkage of time-varying parameter regression models (Q6544902) (← links)