Fast clustering of GARCH processes via Gaussian mixture models (Englisch)
- Neue Suche nach: Aielli, G. P.
- Neue Suche nach: Caporin, M.
- Neue Suche nach: Aielli, G. P.
- Neue Suche nach: Caporin, M.
In:
MATHEMATICS AND COMPUTERS IN SIMULATION
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94
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205-222
;
2013
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ISSN:
- Aufsatz (Zeitschrift) / Print
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Titel:Fast clustering of GARCH processes via Gaussian mixture models
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Beteiligte:Aielli, G. P. ( Autor:in ) / Caporin, M. ( Autor:in )
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Erschienen in:MATHEMATICS AND COMPUTERS IN SIMULATION ; 94 ; 205-222
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Verlag:
- Neue Suche nach: Elsevier Science B.V., Amsterdam.
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Erscheinungsdatum:01.01.2013
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Format / Umfang:18 pages
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ISSN:
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Medientyp:Aufsatz (Zeitschrift)
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Format:Print
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Sprache:Englisch
- Neue Suche nach: 003.3
- Weitere Informationen zu Dewey Decimal Classification
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Klassifikation:
DDC: 003.3 -
Datenquelle:
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