Moving average stochastic volatility models with application to inflation forecast (Q2442456): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2269698385 / rank | |||
Normal rank | |||
Revision as of 02:11, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moving average stochastic volatility models with application to inflation forecast |
scientific article |
Statements
Moving average stochastic volatility models with application to inflation forecast (English)
0 references
3 April 2014
0 references
state space
0 references
unobserved components model
0 references
precision
0 references
sparse
0 references
density forecast
0 references
