Score Permutation Based Finite Sample Inference for Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) Models
Csáji, Balázs Csanád (2016) Score Permutation Based Finite Sample Inference for Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) Models. JOURNAL OF MACHINE LEARNING RESEARCH WORKSHOP AND CONFERENCE PROCEEDINGS, 51. pp. 296-304.
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Official URL: http://www.jmlr.org/proceedings/papers/v51/csaji16...
| Item Type: | Article |
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| Subjects: | Q Science > QA Mathematics and Computer Science > QA75 Electronic computers. Computer science / számítástechnika, számítógéptudomány |
| Divisions: | Research Laboratory on Engineering & Management Intelligence |
| SWORD Depositor: | MTMT Injector |
| Depositing User: | MTMT Injector |
| Date Deposited: | 12 Jan 2017 18:20 |
| Last Modified: | 02 Sep 2019 11:57 |
| URI: | https://eprints.sztaki.hu/id/eprint/8892 |
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