Pages that link to "Item:Q3440750"
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The following pages link to On a Mixture GARCH Time-Series Model (Q3440750):
Displaying 23 items.
- Bayesian non-parametric mixtures of GARCH(1,1) models (Q454766) (← links)
- Restricted normal mixture QMLE for non-stationary TGARCH(1,1) models (Q477106) (← links)
- Stable mixture GARCH models (Q528154) (← links)
- A Monte Carlo Markov chain algorithm for a class of mixture time series models (Q692950) (← links)
- Random coefficient mixture (RCM) GARCH models (Q815363) (← links)
- A mixture integer-valued ARCH model (Q963895) (← links)
- Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models (Q1023483) (← links)
- Mixture periodic autoregressive conditional heteroskedastic models (Q1023922) (← 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)
- Likelihood inference in BL-GARCH models (Q1424647) (← links)
- Statistical inference for mixture GARCH models with financial application (Q2135925) (← links)
- Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models (Q2454005) (← links)
- Moments of Mixture Periodic Autoregressive Models (Q2892598) (← links)
- On an independent and identically distributed mixture bilinear time-series model (Q3077682) (← links)
- Portfolio Selection with Common Correlation Mixture Models (Q3606095) (← links)
- Recursive online EM estimation of mixture autoregressions (Q4922636) (← links)
- Network GARCH Model (Q4986327) (← links)
- On mixture periodic Integer-Valued <i>ARCH</i> models (Q5086368) (← links)
- ON MIXTURE MEMORY GARCH MODELS (Q5408110) (← links)
- LEAST ABSOLUTE DEVIATION ESTIMATION FOR UNIT ROOT PROCESSES WITH GARCH ERRORS (Q5411515) (← links)
- Bayesian inference for a mixture double autoregressive model (Q6068059) (← links)
- On Mixture Double Autoregressive Time Series Models (Q6616614) (← links)
- Markov Switching Garch Models: Higher Order Moments, Kurtosis Measures, and Volatility Evaluation in Recessions and Pandemic (Q6620992) (← links)
