Login / Signup
Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown.
Genaro Sucarrat
Steffen Grønneberg
Alvaro Escribano
Published in:
Comput. Stat. Data Anal. (2016)
Keyphrases
</>
parameter estimation
statistical models
parametric models
conditional density
model selection
particle filtering
random fields
regression model
structured prediction
probabilistic model
bayesian inference
density function