RCA models with GARCH innovations.

A. Thavaneswaran S. S. Appadoo M. Ghahramani

Published in: Appl. Math. Lett. (2009)

Keyphrases

probabilistic model
autoregressive
complex systems
parameter estimation
artificial intelligence
image segmentation
multiscale
search algorithm
multiresolution
databases
model selection
decision trees
experimental data
statistical models
stock market
random fields
learning algorithm