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Score-driven models, aka generalized autoregressive score models, in Julia

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For example, functions in https://github.com/LAMPSPUC/ScoreDrivenModels.jl/blob/master/src/initial_params.jl

documentation

- [ ] Beta - [ ] Gamma - [ ] Weibull - [ ] Negative binomial @marinadietze

There's a lot of redundancy in `Fitted ` and `EstimationStats`, so I question the need of both types. I think we could just have `EstimationStats` within `Fitted`.

design

I stumbled upon this site and thought it may be good for you to add this package to the list. Just a thought. http://www.gasmodel.com/code.htm P.S. Nice talk at JuliaCon 2020.