Stochastic Covariance Models (Q2926309)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Covariance Models |
scientific article |
Statements
Stochastic Covariance Models (English)
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23 October 2014
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covariance prediction
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dynamic correlation
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long memory
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nonlinear time series
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stochastic covariance filter
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threshold models
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