Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

GAS

From MaRDI portal
Software:29579
Jump to:navigation, search



swMATH17726CRANGASMaRDI QIDQ29579

Generalized Autoregressive Score Models

Leopoldo Catania

Last update: 4 February 2022

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.3.4

Source code repository: https://github.com/cran/GAS


Cites work

  • Generalized Autoregressive Score Models in R: The GAS Package



Related Items (6)

Risks in emerging markets equities: time-varying versus spatial risk analysis ⋮ Risk quantification and validation for Bitcoin ⋮ Multivariate GARCH models for large-scale applications: A survey ⋮ Model-based fuzzy time series clustering of conditional higher moments ⋮ BEKKs ⋮ Generalized autoregressive score models based on sinh-arcsinh distributions for time series analysis


This page was built for software: GAS

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Software:29579&oldid=29469761"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 5 March 2024, at 21:29.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki