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Finite Gaussian mixture approximations to analytically intractable density Kernels
Khorunzhina, Natalia; Richard, Jean-François - In: Computational economics 53 (2019) 3, pp. 991-1017
Persistent link: https://www.econbiz.de/10012135106
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A non-iterative Bayesian sampling algorithm for linear regression models with scale mixtures of normal distributions
Yang, Fengkai; Yuan, Haijing - In: Computational economics 49 (2017) 4, pp. 579-597
Persistent link: https://www.econbiz.de/10011762138
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Measurement error models for replicated data under asymmetric heavy-tailed distributions
Cao, Chunzheng; Wang, Yahui; Shi, Jian Qing; Lin, Jinguan - In: Computational economics 52 (2018) 2, pp. 531-553
Persistent link: https://www.econbiz.de/10012053003
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Another look at large-cap stock return comovement : a semi-Markov-switching approach
Deng, Kaihua - In: Computational economics 51 (2018) 2, pp. 227-262
Persistent link: https://www.econbiz.de/10011963666
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Maximum likelihood estimation for the asymmetric exponential power distribution
Teimouri, Mahdi; Nadarajah, Saralees - In: Computational economics 60 (2022) 2, pp. 665-692
Persistent link: https://www.econbiz.de/10013380803
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Automation of the individualized investing strategy for an investment advisor established by a semi-Markov regime-switching model
Liu, Junrong; Chen, Zhiping; Duan, Qihong - In: Computational economics 63 (2024) 6, pp. 2351-2370
Persistent link: https://www.econbiz.de/10014636746