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Concurrent processing of heteroskedastic vector-valued mixture density models - MaRDI portal

Concurrent processing of heteroskedastic vector-valued mixture density models (Q5123643)

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scientific article; zbMATH DE number 7252535
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Concurrent processing of heteroskedastic vector-valued mixture density models
scientific article; zbMATH DE number 7252535

    Statements

    title
    Concurrent processing of heteroskedastic vector-valued mixture density models (English)
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    publication date
    29 September 2020
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    zbMATH Keywords
    vector-valued ARCH processes
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    mixture densities
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    geno-mathematical monitoring
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    parallel programming
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    high-performance computing
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    author
    Ralf Oestermark
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    describes a project that uses
    NLPQLP
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    SNOPT
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    cites work
    Q4139463
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    Q3702408
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    Q4864286
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    Q3264558
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    Q4724470
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    Q4692755
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    Finite mixture models
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    Q3780320
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    Q3592129
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    Q4363930
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    Q3368249
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    Q3218902
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    Identifiers

    zbMATH DE Number
    7252535
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    OpenAlex ID
    W2007545258
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