Signal smoothing for score-driven models: a linear approach

DOI10.1080/03610918.2022.2032165MaRDI QIDQ6552986zbMATH OpenFDO

Authors Szabolcs Blazsek, Adrian Licht

Publication date 11 June 2024

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2022.2032165

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(1)

• Core inflation rate for China and the ASEAN-10 countries: smoothed signal for score-driven local level plus scale models

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