A pth-order random coefficients mixed binomial autoregressive process with explanatory variables

作者：Han Li, Zijian Liu, Kai Yang, Xiaogang Dong, Wenshan Wang · 发表于：Computational Statistics · 年份：2023 · DOI：10.1007/s00180-023-01396-8 · 被引用次数：9 · 研究领域：Financial Risk and Volatility Modeling、Statistical Methods and Inference、Advanced Statistical Methods and Models