Estimating and forecasting APARCH-Skew-t model by wavelet support vector machines
Year of publication: |
2014
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Authors: | Li, Yushu |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 33.2014, 4, p. 259-269
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Subject: | SVM | APARCH | wavelet kernel | Monte Carlo experiment | Prognoseverfahren | Forecasting model | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory | Mustererkennung | Pattern recognition | ARCH-Modell | ARCH model | Zustandsraummodell | State space model |
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