Estimating and Forecasting APARCH‐Skew‐<i>t</i> Model by Wavelet Support Vector Machines (Q4687506)
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scientific article; zbMATH DE number 6952419
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating and Forecasting APARCH‐Skew‐<i>t</i> Model by Wavelet Support Vector Machines |
scientific article; zbMATH DE number 6952419 |
Statements
Estimating and Forecasting APARCH‐Skew‐<i>t</i> Model by Wavelet Support Vector Machines (English)
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12 October 2018
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models
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skewness
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kurtosis
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asymmetric power
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forecasting error
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