Long memory with stochastic variance model: A recursive analysis for US inflation.

Charles S. Bos Siem Jan Koopman Marius Ooms

Published in: Comput. Stat. Data Anal. (2014)

Keyphrases

theoretical framework
high level
cost function
probabilistic model
objective function
management system
mathematical model
statistical model
neural network
machine learning
graphical models
theoretical analysis
computational model
standard deviation
formal model
stochastic processes