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Estimation and testing for ARCH models
2003Summary: This paper considers the problem of estimation and testing for ARCH models under the assumption of conditional correlation. For a bivariate model with unknown volatility parameter vector, we construct an estimator for this parameter vector using the conditional least squares estimator given by \textit{D.
openaire +1 more source
Total Arch Replacement Combined With Stented Elephant Trunk Implantation
Circulation, 2011Li-Zhong Sun, Junming Zhu
exaly
Two_Arch2: An Improved Two-Archive Algorithm for Many-Objective Optimization
IEEE Transactions on Evolutionary Computation, 2015Handing Wang, Xin Yao
exaly

