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On periodic EGARCH models.

Mohamed SadounMohamed Bentarzi
Published in: Commun. Stat. Simul. Comput. (2022)
Keyphrases
  • statistical models
  • databases
  • probabilistic model
  • mathematical models
  • neural network
  • data mining
  • image segmentation
  • long term
  • model selection
  • parameter estimation
  • historical data
  • autoregressive