Diagnostic checking integer-valued ARCH(p) models using conditional residual autocorrelations.

Fukang Zhu Dehui Wang

Published in: Comput. Stat. Data Anal. (2010)

Keyphrases

integer valued
probabilistic model
information retrieval
data sets
information systems
feature extraction
prior knowledge
information retrieval systems
topic models
experimental data
statistical models
random fields
random field model