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  • Search: subject:"function gradient descent algorithm"
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Subject
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ARCH model 1 ARCH-Modell 1 Algorithm 1 Algorithmus 1 Chebyshev polynomials 1 Estimation 1 Estimation theory 1 Forecasting model 1 Heteroscedasticity 1 Heteroskedastizität 1 Mathematical programming 1 Mathematische Optimierung 1 Prognoseverfahren 1 Schätztheorie 1 Schätzung 1 Time series analysis 1 Zeitreihenanalyse 1 function gradient descent algorithm 1 loss function 1 one-day-ahead forecast 1
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Free 1
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Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1
Author
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Keith, Jonathan 1 Pourkhanali, Armin 1 Zhang, Xibin 1
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Working paper / Department of Econometrics and Business Statistics, Monash University 1
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ECONIS (ZBW) 1
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Conditional heteroscedasticity models with time-varying parameters : estimation and asymptotics
Pourkhanali, Armin; Keith, Jonathan; Zhang, Xibin - 2020
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012697180
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