Stochastic variational inference for GARCH models (Q6190666)
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scientific article; zbMATH DE number 7800681
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic variational inference for GARCH models |
scientific article; zbMATH DE number 7800681 |
Statements
Stochastic variational inference for GARCH models (English)
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6 February 2024
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Bayesian inference
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financial time series
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skewed \(t\)-innovation
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stochastic gradient descent
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variational Bayes
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