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]
@inproceedings{Csaji16,
title = {Score Permutation Based Finite Sample Inference for Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) Models},
author = {Balázs Csanád Csáji},
year = {2016},
url = {http://jmlr.org/proceedings/papers/v51/csaji16.html},
researchr = {https://researchr.org/publication/Csaji16},
cites = {0},
citedby = {0},
pages = {296-304},
booktitle = {Proceedings of the 19th International Conference on Artificial Intelligence and Statistics, AISTATS 2016, Cadiz, Spain, May 9-11, 2016},
editor = {Arthur Gretton and Christian C. Robert},
volume = {51},
series = {JMLR Workshop and Conference Proceedings},
publisher = {JMLR.org},
}