Dynamic mixed models with heterogeneous covariance components using multivariate GARCH innovations and the Dirichlet process mixture.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/jcam/AghabazazKN24
Home
|
Example Publications
Property
Value
dcterms:
bibliographicCitation
<
http://dblp.uni-trier.de/rec/bibtex/journals/jcam/AghabazazKN24
>
dc:
creator
<
https://dblp.l3s.de/d2r/resource/authors/Alireza_Nematollahi
>
dc:
creator
<
https://dblp.l3s.de/d2r/resource/authors/Iraj_Kazemi
>
dc:
creator
<
https://dblp.l3s.de/d2r/resource/authors/Zeynab_Aghabazaz
>
foaf:
homepage
<
http://dx.doi.org/doi.org%2F10.1016%2Fj.cam.2023.115579
>
foaf:
homepage
<
https://doi.org/10.1016/j.cam.2023.115579
>
dc:
identifier
DBLP journals/jcam/AghabazazKN24
(xsd:string)
dc:
identifier
DOI doi.org%2F10.1016%2Fj.cam.2023.115579
(xsd:string)
dcterms:
issued
2024
(xsd:gYear)
swrc:
journal
<
https://dblp.l3s.de/d2r/resource/journals/jcam
>
rdfs:
label
Dynamic mixed models with heterogeneous covariance components using multivariate GARCH innovations and the Dirichlet process mixture.
(xsd:string)
foaf:
maker
<
https://dblp.l3s.de/d2r/resource/authors/Alireza_Nematollahi
>
foaf:
maker
<
https://dblp.l3s.de/d2r/resource/authors/Iraj_Kazemi
>
foaf:
maker
<
https://dblp.l3s.de/d2r/resource/authors/Zeynab_Aghabazaz
>
swrc:
month
March
(xsd:string)
swrc:
pages
115579
(xsd:string)
owl:
sameAs
<
http://bibsonomy.org/uri/bibtexkey/journals/jcam/AghabazazKN24/dblp
>
owl:
sameAs
<
http://dblp.rkbexplorer.com/id/journals/jcam/AghabazazKN24
>
rdfs:
seeAlso
<
http://dblp.uni-trier.de/db/journals/jcam/jcam438.html#AghabazazKN24
>
rdfs:
seeAlso
<
https://doi.org/10.1016/j.cam.2023.115579
>
dc:
title
Dynamic mixed models with heterogeneous covariance components using multivariate GARCH innovations and the Dirichlet process mixture.
(xsd:string)
dc:
type
<
http://purl.org/dc/dcmitype/Text
>
rdf:
type
swrc:Article
rdf:
type
foaf:Document
swrc:
volume
438
(xsd:string)