Sökning: "the mixed Normal - Asymmetric Laplace distribution"
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1. Some Contributions to Filtering, Modeling and Forecasting of Heteroscedastic Time Series
Sammanfattning : Heteroscedasticity (or time-dependent volatility) in economic and financial time series has been recognized for decades. Still, heteroscedasticity is surprisingly often neglected by practitioners and researchers. This may lead to inefficient procedures. LÄS MER
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