Covariance matrix and transfer function of dynamic generalized linear models
DOI10.1016/j.cam.2015.10.015zbMath1328.62474OpenAlexW2208086402MaRDI QIDQ898983
Guoqi Qian, Wenjie You, Lu Lin, Guangbao Guo
Publication date: 21 December 2015
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2015.10.015
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12) Computational methods for problems pertaining to probability theory (60-08) Functional analytic techniques in dynamical systems; zeta functions, (Ruelle-Frobenius) transfer operators, etc. (37C30)
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