1 citations · 1 across the 2 of their papers we have counts for
2 papers
econ.EM2022
PAC-Bayesian Treatment Allocation Under Budget Constraints
Daniel F. Pellatt
This paper considers the estimation of treatment assignment rules when the policy maker faces a general budget or resource constraint. Utilizing the PAC-Bayesian framework, we prop…
stat.ME2015★ 1 cited
Functional generalized autoregressive conditional heteroskedasticity
Alexander Aue, Lajos Horvath, Daniel Pellatt
Heteroskedasticity is a common feature of financial time series and is commonly addressed in the model building process through the use of ARCH and GARCH processes. More recently m…