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Estimation and empirical performance of non-scalar dynamic conditional correlation models.
Luc Bauwens
Lyudmila Grigoryeva
Juan-Pablo Ortega
Published in:
Comput. Stat. Data Anal. (2016)
Keyphrases
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parameter estimation
correlation coefficient
machine learning
probabilistic model
parametric models
case study
face recognition
prior knowledge
model selection
dynamic environments
experimental data
computational models
empirical data
accurate models
analytical models