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Estimation Methods of the Markov Switching GARCH Models for Forecasting Exchange Rate Volatility
The Markov switching GARCH model offers rich dynamics to modelling financial data. Estimating this path dependence model is a challenging task because exact computation of the likelihood is impracticable in real life. This ...
A Comparison of Mann and Ishikawa iterations of quasi-contraction operators
(World Congress on Engineering, 2007)
It is generally conjectured that the Mann iteration converges faster than the Ishikawa iteration for any operator defined on an arbitrary closed convex subset of a Banach space. The recent result of Babu et al  shows ...