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276
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csda 2008
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Approximate regenerative-block bootstrap for Markov chains
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mas2008.univ-rennes1.fr
Patrice Bertail, Stéphan Clémen&cced...
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Multivariate reduced rank regression in non-Gaussian contexts, using copulas
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Andréas Heinen, Erick Rengifo
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Block sampler and posterior mode estimation for asymmetric stochastic volatility models
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Yasuhiro Omori, Toshiaki Watanabe
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Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH
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merlin.fae.ua.es
Esther Ruiz, Helena Veiga
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Localized empirical discriminant analysis
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L. Cutillo, U. Amato
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