A parallel fuzzy GMM-algorithm for approximate VGARCH-modeling with a multi-modal discontinuous merit function
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Publication:279444
DOI10.1016/j.fss.2014.01.013zbMath1335.62159OpenAlexW2021871723MaRDI QIDQ279444
Publication date: 28 April 2016
Published in: Fuzzy Sets and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.fss.2014.01.013
parallel processingfuzzy GMM-estimationmulti-modal discontinuous merit functionover-fittingVGARCH-systems
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Cites Work
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