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GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS - MaRDI portal

GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS (Q82809)

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scientific article
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GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS
scientific article

    Statements

    volume
    28
    0 references
    issue
    5
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    page(s)
    777-795
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    publication date
    20 January 2012
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    author
    Drew Creal
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    Siem Jan Koopman
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    André Lucas
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    Identifiers

    DOI
    10.1002/jae.1279
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