Information-theoretic optimality of observation-driven time series models for continuous responses (Q5258425)

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scientific article; zbMATH DE number 6450869
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Information-theoretic optimality of observation-driven time series models for continuous responses
scientific article; zbMATH DE number 6450869

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    Information-theoretic optimality of observation-driven time series models for continuous responses (English)
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    26 June 2015
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    Kullback-Leibler divergence
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    score function
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    time-varying parameter
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