Score-driven time-varying parameter models with spline-based densities (Q6834602)
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scientific article; zbMATH DE number 8180355
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| English | Score-driven time-varying parameter models with spline-based densities |
scientific article; zbMATH DE number 8180355 |
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Score-driven time-varying parameter models with spline-based densities (English)
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31 March 2026
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natural cubic spline
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location model
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volatility model
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maximum likelihood estimation
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consistency
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