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Misspecification tests for periodic long memory GARCH models
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SMA
2010
ACM
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Solid Modeling
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Misspecification tests for periodic long memory GARCH models
15 years 1 months ago
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Massimiliano Caporin, Francesco Lisi
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SOCO
2010
Springer
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Automatic detection of trends in time-stamped sequences: an evolutionary approach
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This paper presents an evolutionary algorithm for modeling the arrival dates in time-stamped data sequences such as newscasts, e-mails, IRC conversations, scientific journal artic...
Lourdes Araujo, Juan Julián Merelo Guerv&oa...
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