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

DOI10.1080/02664763.2014.949638OpenAlexW1981739143MaRDI QIDQ5130149

Haiyan Zhao, Xu-Feng Niu, Fred W. Huffer

Publication date: 4 November 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2014.949638

zbMATH Keywords

Laplace approximationtime-varying coefficient modelsFramingham heart studyautoregressive conditional heteroscedasticity modelsautoregressive and moving-average models

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Time varying mixed effects model with fused lasso regularization

Uses Software

• FinTS

Cites Work

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