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The Markov switching ACD model
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Income dynamics in dual labor markets
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Slow expectation-maximization convergence in low-noise dynamic factor models
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Hidden semi-Markov models for rainfall-related insurance claims
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The Markov switching ACD model
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Specification analysis of international treasury yield curve factors
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Likelihood-based analysis for dynamic factor models
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On discriminating between lognormal and Pareto tail
a mixture-based approach -
Classification of flash crashes using the Hawkes(p,q) framework
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Semiparametric conditional mixture copula models with copula selection