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Bayesian inference for generalized additive mixed models based on Markov random field
Fahrmeir, Ludwig; Lang, Stefan - 1999
Persistent link: https://www.econbiz.de/10001745350
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Multi-dimensional Markov functional models in option pricing
Seifert, Thomas (contributor) - 2004
Persistent link: https://www.econbiz.de/10002538863
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Computerintensive Dimensionsreduktion in der Klassifikation : mit einer Anwendung in der Konjunkturanalyse
Röhl, Michael Claus - 1998
Persistent link: https://www.econbiz.de/10000678104
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Multivariate multifractal models : estimation of parameters and applications to risk management
Liu, Ruipeng - 2008
Persistent link: https://www.econbiz.de/10003778163
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A multivariate innovations state space BeveridgeNelson decomposition
De Silva, Ashton; Hyndman, Rob J.; Snyder, Ralph D. - In: Economic modelling 26 (2009) 5, pp. 1067-1074
Persistent link: https://www.econbiz.de/10003871265
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Principal components and the long run
Chen, Xiaohong; Hansen, Lars Peter; Scheinkman, José … - 2009
used to quantify the incremental importance of the principal components. By exploiting the theory of continuous …
Persistent link: https://www.econbiz.de/10003838970
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Non-causality in bivariate binary time series
Mosconi, Rocco; Seri, Raffaello - In: Journal of econometrics 132 (2006) 2, pp. 379-407
Persistent link: https://www.econbiz.de/10003348760
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Analyzing associations in multivariate binary time series
Fried, Roland (contributor); Kuhls, Silvia (contributor);  … - 2006
We analyze multivariate binary time series using a mixed parameterization in terms of the conditional expectations given the past and the pairwise canonical interactions among contemporaneous variables. This allows consistent inference on the influence of past variables even if the...
Persistent link: https://www.econbiz.de/10003354433
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Markov random fields on time-varying graphs, with an application to portfolio selection
Talih, Makram - 2003
Persistent link: https://www.econbiz.de/10003629377
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Multivariate regimeswitching GARCH with an application to international stock markets
Haas, Markus (contributor); Mittnik, Stefan (contributor) - 2008
Persistent link: https://www.econbiz.de/10003651587