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]

Authors

Bichen Wang

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Jun Luo 0006

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Huayan Pu

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