Unobserved component models with asymmetric conditional variances
| Year of publication: |
2006
|
|---|---|
| Authors: | Broto, Carmen ; Ruiz, Esther |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 50.2006, 9, p. 2146-2166
|
| Publisher: |
Elsevier |