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Comparing the performances of symmetric and asymmetric generalized autoregressive conditionally heteroscedasticity models based on long-memory models under different distributions.

Remal Shaher Al-GounmeeinMohd Tahir Ismail
Published in: Commun. Stat. Simul. Comput. (2023)
Keyphrases
  • autoregressive
  • random fields
  • probabilistic model
  • moving average
  • multiresolution