Moving average stochastic volatility models with application to inflation forecast (Q2442456)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moving average stochastic volatility models with application to inflation forecast |
scientific article |
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Moving average stochastic volatility models with application to inflation forecast (English)
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3 April 2014
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state space
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unobserved components model
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precision
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sparse
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density forecast
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