Time-varying coefficient models with ARMA–GARCH structures for longitudinal data analysis (Q5130149)

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scientific article; zbMATH DE number 7269548
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Time-varying coefficient models with ARMA–GARCH structures for longitudinal data analysis
scientific article; zbMATH DE number 7269548

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    Time-varying coefficient models with ARMA–GARCH structures for longitudinal data analysis (English)
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    4 November 2020
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    time-varying coefficient models
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    autoregressive and moving-average models
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    autoregressive conditional heteroscedasticity models
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    Laplace approximation
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    Framingham heart study
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