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Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models.
Carole Siani
Christian de Peretti
Published in:
Comput. Stat. Data Anal. (2007)
Keyphrases
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prior knowledge
information retrieval
probabilistic model
complex systems
computational models
model selection
bio inspired
database
support vector
experimental data
statistical methods
biologically inspired
autoregressive
network architecture