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Confidence Intervals for the Autocorrelations of the Squares of GARCH Sequences.

Piotr KokoszkaGilles TeyssièreAonan Zhang
Published in: International Conference on Computational Science (2004)
Keyphrases
  • confidence intervals
  • sample size
  • markov chain
  • stochastic systems
  • stopping rules
  • conditional probabilities
  • test set
  • roc curve
  • monte carlo
  • data sets
  • bayesian networks
  • limit theorems