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Score Permutation Based Finite Sample Inference for Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) Models

Balázs Csanád Csáji. Score Permutation Based Finite Sample Inference for Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) Models. In Arthur Gretton, Christian C. Robert, editors, Proceedings of the 19th International Conference on Artificial Intelligence and Statistics, AISTATS 2016, Cadiz, Spain, May 9-11, 2016. Volume 51 of JMLR Workshop and Conference Proceedings, pages 296-304, JMLR.org, 2016. [doi]

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Balázs Csanád Csáji

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