A note on the non-negativity of continuous-time ARMA and GARCH processes.

Henghsiu Tsai Kung-Sik Chan

Published in: Stat. Comput. (2009)

Keyphrases

stochastic processes
markov chain
neural network
data sets
markov processes
monte carlo simulation
optimal control
multiresolution
website
information systems
genetic algorithm
hidden markov models
state space
search algorithm
parameter estimation
computational model
process model
computational models
real time