Asymmetric t-GARCH(1,1) Model for Heuristic Kalman Filtering

Bichen Wang, Jun Luo 0006, Huayan Pu. Asymmetric t-GARCH(1,1) Model for Heuristic Kalman Filtering. IEEE Signal Process. Lett., 33:928-932, 2026. [doi]

Abstract

Abstract is missing.