Observation-driven filtering of time-varying parameters using moment conditions (Q6193078)
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scientific article; zbMATH DE number 7803972
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Observation-driven filtering of time-varying parameters using moment conditions |
scientific article; zbMATH DE number 7803972 |
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Observation-driven filtering of time-varying parameters using moment conditions (English)
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13 February 2024
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dynamic models
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non-linearity
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influence function
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GMM
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stable distribution
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