Generalized autoregressive score models with applications
Year of publication: |
2013
|
---|---|
Authors: | Creal, Drew ; Koopman, Siem Jan ; Lucas, André |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 28.2013, 5, p. 777-795
|
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation |
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