Generalized autoregressive score models in R: The GAS package
David Ardia, Kris Boudt & Leopoldo Catania
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| 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 |