Time-varying coefficient models with ARMA-GARCH structures for longitudinal data analysis (Q5130149)
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scientific article; zbMATH DE number 7269548
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| English | Time-varying coefficient models with ARMA-GARCH structures for longitudinal data analysis |
scientific article; zbMATH DE number 7269548 |
Statements
Time-varying coefficient models with ARMA–GARCH structures for longitudinal data analysis (English)
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4 November 2020
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time-varying coefficient models
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autoregressive and moving-average models
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autoregressive conditional heteroscedasticity models
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Laplace approximation
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Framingham heart study
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0.8095842599868774
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0.797424852848053
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0.7872228026390076
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0.7843419313430786
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0.7790158987045288
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