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Appraisal of excess Kurtosis through outlier-modified GARCH-type models.
Emmanuel Alphonsus Akpan
Kazeem Etitayo Lasisi
Imoh Udo Moffat
Ubon Akpan Abasiekwere
Published in:
Commun. Stat. Simul. Comput. (2023)
Keyphrases
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databases
experimental data
machine learning
information systems
machine learning algorithms
process model
outlier detection
statistical models
learning algorithm
multiscale
probabilistic model
model selection
statistical model
computational models
novelty detection