Pinned Repositories
QGARCH
R programs for "Quantile autoregressive conditional heteroscedasticity"
Linear-double-autoregression
stan-docs
Documentation for the Stan language and CmdStan
two-dimensional-inhomogeneous-Poisson-process
This is a R code to fit a two-dimensional inhomogeneous Poisson process model with Explanatory Variable Model, discussed in Chapter 7.7.6 in Tsay, R. S. (2005). Analysis of financial time series.
Tansonghua-sufe's Repositories
Tansonghua-sufe/stan-docs
Documentation for the Stan language and CmdStan
Tansonghua-sufe/QGARCH
R programs for "Quantile autoregressive conditional heteroscedasticity"
Tansonghua-sufe/Linear-double-autoregression
Tansonghua-sufe/two-dimensional-inhomogeneous-Poisson-process
This is a R code to fit a two-dimensional inhomogeneous Poisson process model with Explanatory Variable Model, discussed in Chapter 7.7.6 in Tsay, R. S. (2005). Analysis of financial time series.