Information Theoretic Optimality of Observation Driven Time Series Models

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

Name	TI Discussion Paper
No.	14-046/III

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@techreport{23ea34cd612f447e83baa42d9bba07fc,

title = "Information Theoretic Optimality of Observation Driven Time Series Models",

author = "F. Blasques and S.J. Koopman and A. Lucas",

year = "2014",

language = "English",

series = "TI Discussion Paper",

publisher = "Tinbergen Institute",

number = "14-046/III",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}