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    Statements

    author
    Qiwei Yao
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    Jianqing Fan
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    publication date
    6 March 2017
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    Mathematics Subject Classification ID
    91-01
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    62-01
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    62P05
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    91G60
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    91G70
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    zbMATH DE Number
    6691970
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    describes a project that uses
    astsa
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    POET
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    quantmod
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    pomp
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    urca
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    Rugarch
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    R
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    vars
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    TSA
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