Sankhyā: The Indian Journal of Statistics, Series B (2008-), Vol. 82, No. 1 (May 2020), pp. 34-69 (36 pages) Existing methods for estimating the parameters of the Growth Curve Model (GCM) rely on the ...
Appropriate modeling of time-varying dependencies is very important for quantifying financial risk, such as the risk associated with a portfolio of financial assets. Most of the papers analyzing ...