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Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis.

Xixin ChengWai Keung LiPhilip L. H. YuXuan ZhouChao WangP. H. Lo
Published in: Comput. Stat. Data Anal. (2011)
Keyphrases
  • standard deviation
  • special case
  • thresholding method
  • data sets
  • decision making
  • case study
  • image segmentation
  • gray level
  • small size