"Signal smoothing for score-driven models: a linear approach."

Szabolcs Blazsek, Astrid Ayala, Adrian Licht (2024)

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DOI: 10.1080/03610918.2022.2032165

access: closed

type: Journal Article

metadata version: 2024-02-09

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Szabolcs Blazsek, Astrid Ayala, Adrian Licht:
Signal smoothing for score-driven models: a linear approach. Commun. Stat. Simul. Comput. 53(2): 829-852 (2024)

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