Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form

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Publication:5485104

DOI10.1080/07474930600713275zbMath1113.62094OpenAlexW2131150664MaRDI QIDQ5485104

Charles S. Bos, Neil Shephard

Publication date: 28 August 2006

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: http://papers.tinbergen.nl/04015.pdf



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