• search
    search
  • reviewers
    reviewers
  • feeds
    feeds
  • assignments
    assignments
  • settings
  • logout

Multivariate GARCH estimation via a Bregman-proximal trust-region method.

Stéphane ChrétienJuan-Pablo Ortega
Published in: Comput. Stat. Data Anal. (2014)
Keyphrases
  • trust region
  • dynamic programming
  • neural network
  • search algorithm
  • mutual information
  • optimization methods