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Generalized autoregressive score models in R: The GAS package

David Ardia, Kris Boudt & Leopoldo Catania

Abstract
   
Keywords
   
Citation Ardia, D., Boudt, K., & Catania, L. (2019). Generalized autoregressive score models in R: The GAS package. Journal of Statistical Software, Forthcoming, 88(6), 1-28.
   
Type Journal article (English)
Date of appearance 1-1-2019
Journal Journal of Statistical Software, Forthcoming
Volume 88
Issue 6
Pages 1-28
URL http://dx.doi.org/10.18637/jss.v088.i06