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High breakdown inference for mixed linear models
Copt, Samuel - 2004
Persistent link: https://www.econbiz.de/10002505435
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Synchronization of Markov chains in multivariate regime-switching models
Vial, Raphael - 2015
Persistent link: https://www.econbiz.de/10010511447
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A note on a multivariate version of Rolle's theorem and uniqueness of maximum likelihood roots
Rai, Kamta; VanRyzin, John - 1980
Persistent link: https://www.econbiz.de/10000010594
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Multivariate contemporaneous threshold autoregressive models
Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - 2007
Persistent link: https://www.econbiz.de/10003740624
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Classical and Bayesian analysis of unvariate and multivariate stochastic volatility models
Liesenfeld, Roman; Richard, Jean-François - In: Econometric reviews 25 (2006) 2/3, pp. 335-360
Persistent link: https://www.econbiz.de/10003355771
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Diagnostic tests based on quantile residuals for nonlinear time series models
Kalliovirta, Leena - 2009
Persistent link: https://www.econbiz.de/10003885269
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Likelihood functions for state space models with diffuse initial conditions
Francke, Marc K.; Koopman, Siem Jan; Vos, Aart F. de - 2008
Persistent link: https://www.econbiz.de/10003706020
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Estimation of continuous time processes with application to finance
Egorov, Alexej V. - 2003
Persistent link: https://www.econbiz.de/10003385165
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A general multivariate chain ladder model
Zhang, Yanwei - In: Insurance / Mathematics & economics 46 (2010) 3, pp. 588-599
Persistent link: https://www.econbiz.de/10003981155
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Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.; Xiu, Dacheng - 2012
Persistent link: https://www.econbiz.de/10009531407