Multivariate mixed normal conditional heteroskedasticity.

L. Bauwens C. M. Hafner Jeroen V. K. Rombouts

Published in: Comput. Stat. Data Anal. (2007)

Keyphrases

random field model
regression model
mixed data
search algorithm
data sets
decision making
database systems
video sequences
mobile robot
probability distribution
abnormal events
point processes
multivariate gaussian distribution