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 |