Signal smoothing for score-driven models: a linear approach
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Publication:6552986
DOI10.1080/03610918.2022.2032165MaRDI QIDQ6552986FDOQ6552986
Authors: Szabolcs Blazsek, Adrian Licht
Publication date: 11 June 2024
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
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