Covariance matrix and transfer function of dynamic generalized linear models
Guangbao Guo, Wenjie You, Lu Lin, Guoqi Qian
Journal of Computational and Applied Mathematics | ELSEVIER SCIENCE BV | Published : 2016
Awarded by NSFC
Awarded by CPSF
The authors sincerely thank the Editor, and two referees for their valuable comments that led to substantial improvement of the article. This work was supported partially by NSFC 61473329 and 11326183, CPSF 2014M551888.