A Bayesian Semiparametric Multiplicative Error Model With an Application to Realized Volatility

By Solgi Reza   Mira Antonietta  

Journal of Computational and Graphical Statistics, Vol. 22, Iss. 3, 2013-07 ,pp. : 558-583

Taylor & Francis Ltd

Access to resources Recommend Favorite

Semiparametric Estimation in the Multivariate Liouville Model

By Bhattacharya P.K.   Burman P.  

Journal of Multivariate Analysis, Vol. 65, Iss. 1, 1998-04 ,pp. : 1-18

Academic Press

Access to resources Recommend Favorite

Mixing conditions for multivariate infinitely divisible processes with an application to mixed moving averages and the supOU stochastic volatility model

By Fuchs Florian   Stelzer Robert  

ESAIM: Probability and Statistics, Vol. 17, Iss. issue, 2013-06 ,pp. : 455-471

Edp Sciences

Access to resources Recommend Favorite

A class of self-similar stochastic processes with stationary increments to model anomalous diffusion in physics

By Mura Antonio   Mainardi Francesco  

Integral Transforms and Special Functions, Vol. 20, Iss. 3-4, 2009-03 ,pp. : 185-198

Taylor & Francis Ltd

Access to resources Recommend Favorite

A B-Spline Based Semiparametric Nonlinear Mixed Effects Model

By Elmi Angelo   Ratcliffe Sarah J.   Parry Samuel   Guo Wensheng  

Journal of Computational and Graphical Statistics, Vol. 20, Iss. 2, 2011-01 ,pp. : 492-509

Taylor & Francis Ltd

Access to resources Recommend Favorite