Observation-driven filtering of time-varying parameters using moment conditions

Drew Creal*, Siem Jan Koopman, André Lucas, Marcin Zamojski

*Corresponding author for this work

Research output: Contribution to JournalArticleAcademicpeer-review

59 Downloads (Pure)

Fingerprint

Dive into the research topics of 'Observation-driven filtering of time-varying parameters using moment conditions'. Together they form a unique fingerprint.

Engineering

Mathematics