Pages that link to "Item:Q5128578"

The following pages link to Mixtures of autoregressive-autoregressive conditionally heteroscedastic models: semi-parametric approach (Q5128578):

Displaying 10 items.

• Nonlinear autoregressive model with stochastic volatility innovations: semiparametric and Bayesian approach (Q724486) (← links)
• On mixture autoregressive conditional heteroskedasticity (Q1643793) (← links)
• A semiparametric approach for modeling partially linear autoregressive model with skew normal innovations (Q2142418) (← links)
• (Q3706363) (← links)
• Nonlinear semiparametric autoregressive model with finite mixtures of scale mixtures of skew normal innovations (Q5034164) (← links)
• The single-index panel data models with heterogeneous link function: mixture approach (Q5082711) (← links)
• Nonlinear semiparametric AR(1) model with skew-symmetric innovations (Q5084929) (← links)
• Markov switching model of nonlinear autoregressive with skew-symmetric innovations (Q5107340) (← links)
• Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions (Q6108270) (← links)
• A robust class of nonlinear autoregressive models with regression function and dependent innovations using semiparametric kernel estimation (Q6552934) (← links)