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Nonnegative GARCH-type models with conditional Gamma distributions and their applications.

Eunju HwangChanhyeok Jeon
Published in: Comput. Stat. Data Anal. (2024)
Keyphrases
  • complex systems
  • data sets
  • object recognition
  • probabilistic model
  • wavelet transform
  • denoising
  • multiresolution
  • parameter estimation