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Directed principal component analysis
Kao, Yi-hao; Van Roy, Benjamin - In: Operations research 62 (2014) 4, pp. 957-972
Persistent link: https://www.econbiz.de/10010403095
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Ranking paths in stochastic time-dependent networks
Nielsen, Lars Relund; Andersen, Kim Allan; Pretolani, … - In: European journal of operational research : EJOR 236 (2014) 3, pp. 903-914
Persistent link: https://www.econbiz.de/10010367155
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Univariate and multivariate process yield indices based on location-scale family of distributions
Dharmasena, L. S.; Zeephongsekul, Panlop - In: International journal of production research 52 (2014) 11, pp. 3348-3365
Persistent link: https://www.econbiz.de/10010357013
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Multivariate Wishart stochastic volatility models
Gribisch, Bastian; Liesenfeld, Roman - 2010
Persistent link: https://www.econbiz.de/10008910010
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Bayesian multivariate poisson models for insurance ratemaking
Bermúdez, Lluís; Karlis, Dimitris - In: Insurance / Mathematics & economics 48 (2011) 2, pp. 226-236
Persistent link: https://www.econbiz.de/10008989337
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Multivariate stochastic volatility with dynamic cross leverage
Trojan, Sebastian - 2014
Persistent link: https://www.econbiz.de/10010437486
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Multivariate stochastic volatility : a review
Asai, Manabu; McAleer, Michael; Yu, Jun - In: Econometric reviews 25 (2006) 2/3, pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
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Continuous time Wishart process for stochastic risk
Gouriéroux, Christian - In: Econometric reviews 25 (2006) 2/3, pp. 177-217
Persistent link: https://www.econbiz.de/10003355729
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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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Monte Carlo likelihood estimation for three multivariate stochastic volatility models
Jungbacker, Borus; Meyer, Renate; Koopman, Siem Jan - In: Econometric reviews 25 (2006) 2/3, pp. 385-408
Persistent link: https://www.econbiz.de/10003355799