{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,1,21]],"date-time":"2026-01-21T13:19:35Z","timestamp":1769001575880,"version":"3.49.0"},"reference-count":29,"publisher":"IEEE","license":[{"start":{"date-parts":[[2023,7,2]],"date-time":"2023-07-02T00:00:00Z","timestamp":1688256000000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-029"},{"start":{"date-parts":[[2023,7,2]],"date-time":"2023-07-02T00:00:00Z","timestamp":1688256000000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-037"}],"funder":[{"DOI":"10.13039\/501100020487","name":"Nature","doi-asserted-by":"publisher","id":[{"id":"10.13039\/501100020487","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2023,7,2]]},"DOI":"10.1109\/ssp53291.2023.10208065","type":"proceedings-article","created":{"date-parts":[[2023,8,9]],"date-time":"2023-08-09T17:24:22Z","timestamp":1691601862000},"page":"210-214","source":"Crossref","is-referenced-by-count":3,"title":["A Novel Algorithm for GARCH Model Estimation"],"prefix":"10.1109","author":[{"given":"Chenyu","family":"Gao","sequence":"first","affiliation":[{"name":"ShanghaiTech University,Sch. of Inf. Sci. & Tech.,Shanghai,China"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Ziping","family":"Zhao","sequence":"additional","affiliation":[{"name":"ShanghaiTech University,Sch. of Inf. Sci. & Tech.,Shanghai,China"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Daniel P.","family":"Palomar","sequence":"additional","affiliation":[{"name":"The Hong Kong University of Science & Technology,Dept. of ECE & Dept. of IEDA,Hong Kong,China"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"263","reference":[{"key":"ref13","doi-asserted-by":"publisher","DOI":"10.1109\/TSP.2019.2893862"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1109\/TSP.2018.2799193"},{"key":"ref15","doi-asserted-by":"publisher","DOI":"10.1016\/j.sigpro.2004.09.001"},{"key":"ref14","doi-asserted-by":"publisher","DOI":"10.1109\/TSP.2014.2332439"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.1109\/SSP.2018.8450724"},{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.1016\/j.intfin.2005.02.001"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.2307\/1912773"},{"key":"ref1","doi-asserted-by":"publisher","DOI":"10.1002\/0471746193"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.4236\/ijcns.2015.84005"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.1016\/j.bspc.2013.09.001"},{"key":"ref19","doi-asserted-by":"publisher","DOI":"10.1016\/j.ymssp.2009.08.004"},{"key":"ref18","first-page":"1","article-title":"Two-Dimensional Garch Model with Application to Anomaly Detection","author":"amir noiboar","year":"2005","journal-title":"2005 13th European Signal Processing Conference"},{"key":"ref24","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600005296"},{"key":"ref23","author":"ghalanos","year":"2020","journal-title":"Rugarch Univariate GARCH Models"},{"key":"ref26","year":"2022","journal-title":"Econometrics Toolbox for MATLAB"},{"key":"ref25","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9780511753886"},{"key":"ref20","doi-asserted-by":"crossref","first-page":"229","DOI":"10.1080\/07350015.1992.10509902","article-title":"Inequality constraints in the univariate GARCH model","volume":"10","author":"nelson","year":"1992","journal-title":"Journal of Business & Economic Statistics"},{"key":"ref22","author":"diethelm","year":"2017","journal-title":"FGarch Rmetrics-Autoregressive Conditional Heteroskedastic MoDelling"},{"key":"ref21","author":"adrian","year":"2020","journal-title":"tseries Time Series Analysis and Computational Finance"},{"key":"ref28","doi-asserted-by":"publisher","DOI":"10.1109\/TSP.2016.2601299"},{"key":"ref27","doi-asserted-by":"publisher","DOI":"10.1137\/120891009"},{"key":"ref29","doi-asserted-by":"publisher","DOI":"10.1109\/TSP.2005.859241"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1561\/2000000072"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.2139\/ssrn.1263250"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1016\/j.stamet.2004.08.004"},{"key":"ref4","doi-asserted-by":"publisher","DOI":"10.2307\/1925546"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(86)90063-1"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1257\/jep.15.4.157"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.2307\/2938260"}],"event":{"name":"2023 IEEE Statistical Signal Processing Workshop (SSP)","location":"Hanoi, Vietnam","start":{"date-parts":[[2023,7,2]]},"end":{"date-parts":[[2023,7,5]]}},"container-title":["2023 IEEE Statistical Signal Processing Workshop (SSP)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/10207925\/10207926\/10208065.pdf?arnumber=10208065","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,10,25]],"date-time":"2024-10-25T23:09:54Z","timestamp":1729897794000},"score":1,"resource":{"primary":{"URL":"https:\/\/ieeexplore.ieee.org\/document\/10208065\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2023,7,2]]},"references-count":29,"URL":"https:\/\/doi.org\/10.1109\/ssp53291.2023.10208065","relation":{},"subject":[],"published":{"date-parts":[[2023,7,2]]}}}