Information-theoretic optimality of observation-driven time series models for continuous responses (Q5258425)
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scientific article; zbMATH DE number 6450869
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Information-theoretic optimality of observation-driven time series models for continuous responses |
scientific article; zbMATH DE number 6450869 |
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Information-theoretic optimality of observation-driven time series models for continuous responses (English)
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26 June 2015
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Kullback-Leibler divergence
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score function
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time-varying parameter
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