Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes.

Mohamed Bentarzi Mouna Merzougui

Published in: Commun. Stat. Simul. Comput. (2010)

Keyphrases

autoregressive
moving average
gaussian markov random field
non stationary
autoregressive model
random fields
random field models
computational complexity
sar images
natural language
pairwise
autoregressive moving average