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new heteroskedastic model: centred SV proces #22

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donotdespair opened this issue Nov 23, 2022 · 0 comments
Closed
10 tasks done

new heteroskedastic model: centred SV proces #22

donotdespair opened this issue Nov 23, 2022 · 0 comments
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enhancement New feature or request
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v2.0.0

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donotdespair commented Nov 23, 2022 •
edited

Introduce the estimation of the centred SV process by Chan, Koop, Yu (2022):

  • include cpp code
  • update the R wrapper
  • update the specify_bsvar_sv part
  • and its documentation
  • documentation
  • compute_* methods
  • forecast method
  • normalise method??
  • tests
  • NEWS
@donotdespair donotdespair added the enhancement New feature or request label Nov 23, 2022
@donotdespair donotdespair added this to the v2.0.0 milestone Nov 23, 2022
@donotdespair donotdespair self-assigned this Nov 23, 2022
@donotdespair donotdespair changed the title estimate the centred SV proces as well new heteroskedastic model: centred SV proces Nov 24, 2022
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