Bayesian Modelling Volatility with Mixture of Alpha-Stable Distributions

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  • Preface
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  • Contents
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  • Index of Authors
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  • Pairwise Likelihood for Generalized Linear Models with Crossed Random Effects
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  • Investigating Gene-Specific Variance via Bayesian Hierarchical Modelling
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  • Statistical Inference for Data Files That Are Computer Linked
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  • Advances in Covariance Modelling
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  • Nonparametric Modelling of Longitudinal Data
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  • Quasi-Monte Carlo Estimation in Generalized Linear Mixed Models
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  • Modelling Covariance Structures in Generalized Estimating Equations for Longitudinal Data
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  • Daily Volatility Modelling Using Ultra-High Frequency Data
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  • Control of the False Discovery Rate with Bayes Factors. An Application to Microarray Data Analysis
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  • Parametric vs Semiparametric in Interval Censored Data
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  • A Statistical Method for the Estimation of CHildhood Cancer Prevalence Among Adults
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  • The Forward Search for Generalised Extreme Value Distributions
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  • Local Influence and Residual Analysis in Heteroscedastic Symmetrical Linear Models
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  • Modelling the Costs of Different Strategies after Myocardial Infarction
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  • Semiparametric Comparison of Two Samples
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  • Analysis of Interval-Censored Data
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  • Two-Stage Models to Control for Overdispersion in Longitudinal Count Data
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  • Multilevel Logit Models
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  • Power-Divergence Goodness-Of-Fit Statistics
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  • Exact Bayesian Inference for Bivariate Poisson Data
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  • Logit Model for TB in Europe (1995-2000)
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  • Series of Studies with a Common Structure
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  • Bayesian Modelling Volatility with Mixture of Alpha-Stable Distributions
  • Approximated Piecewise Linear Mixed Modelling with Random Changepoints for Longitudinal Data Analysis
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  • A Comparison Between Measure Scales for Quality Evaluation Using the Rasch Model
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  • On Probabilities of Avalanches Trioggered by Alpine Skiers. An Application of Models for Counts with Extra Zeros
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  • Fieller's Method for Mixed Models
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  DOI: 10.1400/40302

  Permalink: https://digital.casalini.it/10.1400/40302