Functional Location-Scale Models with Robust Observation-Driven Dynamics

Research output: Working paper / Preprint › Working paper › Professional

Name	TI Discussion Paper Series
Volume	25-027/III

Access to Document

@techreport{2e6b39d6110445dcba41312150ce9159,

title = "Functional Location-Scale Models with Robust Observation-Driven Dynamics",

author = "Yicong Lin and Andre Lucas",

year = "2025",

language = "English",

series = "TI Discussion Paper Series",

publisher = "Tinbergen Institute",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}