On the threshold innovation in quasi-likelihood for conditionally heteroscedastic time series.
Jae Eun YoonSun Young HwangPublished in: Commun. Stat. Simul. Comput. (2021)
Keyphrases
- dynamic time warping
- maximum likelihood
- linear model
- case study
- technology transfer
- knowledge management
- threshold selection
- multivariate time series
- chronic hepatitis
- non stationary
- quasi periodic
- likelihood model
- symbolic representation
- market share
- technological innovation
- moving average
- roc curve
- gaussian distribution
- stock market
- probabilistic model