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A novel approach to conditional covariance modelling is introduced in the context of multivariate financial time series analysis. In particular, a class of multivariate generalized autoregressive conditional heteroscedasticity models is proposed. The suggested modelling technique is based on a specific dynamic orthogonal transformation derived by the LDL factorization of the conditional covariance...
Mobile wireless sensor networks are gaining increasing use in both military and civilian applications. Prior to deployment, it is often necessary to test the communication capabilities and power consumption of these networks. Typically network simulators, such as ns-2 and TOSSIM, are used to carry out these performance tests. However, the analysis of results is restricted to comparison with others...
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