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» Misspecification tests for periodic long memory GARCH models
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138
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SMA
2010
ACM
333views Solid Modeling» more  SMA 2010»
14 years 7 months ago
Misspecification tests for periodic long memory GARCH models
Massimiliano Caporin, Francesco Lisi
117
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SOCO
2010
Springer
14 years 7 months ago
Automatic detection of trends in time-stamped sequences: an evolutionary approach
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...