Modeling Long Memory and Regime Switching with an MRS-FIEGARCH Model: A Simulation Study.
Caixia ZhangYanlin ShiPublished in: Axioms (2023)
Keyphrases
- simulation study
- modeling method
- mathematical model
- high level
- probabilistic model
- formal model
- theoretical analysis
- memory usage
- monte carlo
- theoretical framework
- computational model
- data sets
- probability distribution
- image sequences
- image data
- video sequences
- multiscale
- similarity measure
- prediction model
- decision making