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Limit theory and robust evaluation methods for the extremal properties of GARCH(p, q) processes.
Fabrizio Laurini
Paul Fearnhead
Jonathan A. Tawn
Published in:
Stat. Comput. (2022)
Keyphrases
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evaluation methods
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evaluation methodology
evaluation metrics
evaluation criteria
computational models
artificial intelligence
graph theory
precision and recall
evaluation measures
usability problems