Nonlinear autoregressive model with stochastic volatility innovations: Semiparametric and Bayesian approach.
Arezo HajrajabiA. R. YazdanianRahman FarnooshPublished in: J. Comput. Appl. Math. (2018)
Keyphrases
- autoregressive model
- semi parametric
- density estimation
- least squares
- statistical inference
- regression model
- wavelet domain
- autoregressive
- wavelet analysis
- anchovy catches
- wavelet decomposition
- parametric models
- constrained optimization
- multiscale
- support vector
- bayesian networks
- image processing
- computer vision
- machine learning
- neural network