Citation: | CAO Li-mei, SUN Hua-fei, WANG Xiao-jie. Information Geometry of GARCH Model[J].JOURNAL OF BEIJING INSTITUTE OF TECHNOLOGY, 2009, 18(2): 243-246. |
[1] |
Amari S. Information geometry[J]. Contemporary Mathematics, 1997(203): 81-95.
|
[2] |
Amari S. Information geometry of the EM and em algorithm for neural networks[J]. Neural Networks, 1995(8): 1379-1408.
|
[3] |
Amari S, Kawanable M. Information geometry of estimating functions in semiparametric statistical models[J]. Bernoulli, 1997(3): 29-54.
|
[4] |
Amari S, Nagaoka H. Methods of information geometry[M]. Oxford: Oxford University Press, 2000.
|
[5] |
Lin B. On the distribution and conditional heteroscedasticity in Taiwan stock prices[J]. Multinational Management, 2000(10): 367-395.
|
[6] |
Dodson C T, Matsuzoe H. An affine embedding of the gamma manifold[J]. Applied Sciences, 2003, 5(1): 1-6.
|
[7] |
Zhong F, Sun H, Zhang Z. The geometry of the Dirichlet manifold[J]. Journal of the Korean Mathematical Society, 2008, 45(3): 859-870.
|
[8] |
Cao L, Sun H, Wang X. The geometric structures of the weibull distribution manifold and the generalized exponential distribution manifold[J]. Tamkang Journal of Mathematics, 2008, 39(1): 45-51. (Edited by
|