Stochastic variational inference for GARCH models

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Publication:6190666

DOI10.1007/s11222-023-10356-7zbMath1529.62041arXiv2308.14952OpenAlexW4388868206MaRDI QIDQ6190666

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Publication date: 6 February 2024

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2308.14952






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