Score Permutation Based Finite Sample Inference for Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) Models.
Balázs Csanád CsájiPublished in: CoRR (2018)
Keyphrases
- autoregressive
- finite sample
- garch model
- random fields
- multivariate time series
- sample size
- sar images
- uniform convergence
- nearest neighbor
- non stationary
- stock market
- maximum entropy
- bayesian inference
- parameter estimation
- model selection
- bayesian networks
- markov random field
- probabilistic model
- computer vision
- posterior distribution
- reproducing kernel hilbert space
- image processing