Comment on article by Windle and Carvalho (Q899054)

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Comment on article by Windle and Carvalho
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    title
    Comment on article by Windle and Carvalho (English)
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    DOI
    10.1214/14-BA918
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    author
    Roberto Casarin
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    publication date
    21 December 2015
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    Mathematics Subject Classification ID
    62F15
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    15B48
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    62M10
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    zbMATH DE Number
    6522890
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    zbMATH Keywords
    exponential smoothing
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    positive-valued processes
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    state-space models
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    stochastic volatility
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