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Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis.
Xixin Cheng
Wai Keung Li
Philip L. H. Yu
Xuan Zhou
Chao Wang
P. H. Lo
Published in:
Comput. Stat. Data Anal. (2011)
Keyphrases
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standard deviation
special case
thresholding method
data sets
decision making
case study
image segmentation
gray level
small size