Pages that link to "Item:Q5229457"
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The following pages link to BAYESIAN ESTIMATION OF GARCH(p, q) MODEL (Q5229457):
Displaying 13 items.
- Bayesian case influence analysis for GARCH models based on Kullback-Leibler divergence (Q334843) (← links)
- Estimation and properties of a time-varying GQARCH(1,1)-M model (Q642451) (← links)
- A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models (Q849878) (← links)
- The convergence of estimators based on heuristics: theory and application to a GARCH model (Q964667) (← links)
- Estimation of C-MGARCH models based on the MBP method (Q1950684) (← links)
- Statistical inference for non-stationary GARCH(\(p\),\(q\)) models (Q1952010) (← links)
- Bayesian analysis of ARMA-GARCH models: a Markov chain sampling approach (Q1971785) (← links)
- Bayesian inference of smooth transition autoregressive (STAR)\((k)\)-GARCH\((l, m)\) models (Q2029214) (← links)
- A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference (Q2637362) (← links)
- MCMC Bayesian Estimation in FIEGARCH Models (Q2828706) (← links)
- Comparison of MCMC Methods for Estimating GARCH Models (Q3442923) (← links)
- Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-<i>t</i> innovations (Q3566441) (← links)
- Bayesian inference of multivariate-GARCH-BEKK models (Q6089306) (← links)
