A parallel fuzzy GMM-algorithm for approximate VGARCH-modeling with a multi-modal discontinuous merit function (Q279444)
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scientific article; zbMATH DE number 6574802
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A parallel fuzzy GMM-algorithm for approximate VGARCH-modeling with a multi-modal discontinuous merit function |
scientific article; zbMATH DE number 6574802 |
Statements
A parallel fuzzy GMM-algorithm for approximate VGARCH-modeling with a multi-modal discontinuous merit function (English)
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28 April 2016
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fuzzy GMM-estimation
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over-fitting
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multi-modal discontinuous merit function
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parallel processing
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VGARCH-systems
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