A robust score-driven filter for multivariate time series (Q6176096)
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scientific article; zbMATH DE number 7716562
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust score-driven filter for multivariate time series |
scientific article; zbMATH DE number 7716562 |
Statements
A robust score-driven filter for multivariate time series (English)
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25 July 2023
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in-home scanner data
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multivariate models
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robust filtering
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score-driven models
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