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Value-at-Risk-Schätzung mit Gauß'schen Mischverteilungen und künstlichen neuronalen Netzen
Prinzler, Ralf - 2001
Persistent link: https://www.econbiz.de/10001583953
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Who's afraid of reduced-rank parameterizations of multivariate models? : Theory and example
Gilbert, Scott; Zemčík, Petr - 2004
Persistent link: https://www.econbiz.de/10002136265
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Analytical quasi maximum likelihood inference in multivariate volatility models
Hafner, Christian M. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784026
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Modeling multivariate time series with copula-linked univariate D-vines
Zhao, Zifeng; Shi, Peng; Zhang, Zhengjun - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 690-704
Persistent link: https://www.econbiz.de/10013534062
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Time-varying multivariate causal processes
Gao, Jiti; Peng, Bin; Wu, Wei Biao; Yan, Yayi - 2022
Persistent link: https://www.econbiz.de/10013494365
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Maximum simulated likelihood methods and applications
Greene, William (ed.); Hill, Rufus Carter (ed.) - 2010 - 1. ed.
Persistent link: https://www.econbiz.de/10008991759
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Quasi-maximum likelihood estimation of multivariate diffusions
Huang, Xiao - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 2, pp. 179-197
Persistent link: https://www.econbiz.de/10009739597
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Monitoring multivariate process variability with individual observations via penalised likelihood estimation
Yeh, Arthur B.; Li, Bo; Wang, Kaibo - In: International journal of production research 50 (2012) 22, pp. 6624-6638
Persistent link: https://www.econbiz.de/10009673531
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Asymptotic theory for a factor GARCH model
Hafner, Christian M. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003375885
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Multivariate contemporaneous threshold autoregressive models
Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - 2007
Persistent link: https://www.econbiz.de/10003740624