Pages that link to "Item:Q2736793"
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The following pages link to Bayesian inference for vector ARMA models with stable innovations (Q2736793):
Displaying 5 items.
- Fast approximate likelihood evaluation for stable VARFIMA processes (Q893979) (← links)
- Likelihood-free Bayesian inference for \(\alpha\)-stable models (Q1927152) (← links)
- Fast Bayesian estimation for VARFIMA processes with stable errors (Q2324133) (← links)
- MCMC ESTIMATION OF LÉVY JUMP MODELS USING STOCK AND OPTION PRICES (Q3008483) (← links)
- Indirect inference for locally stationary ARMA processes with stable innovations (Q5033462) (← links)