A robust score-driven filter for multivariate time series
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Publication:6176096
DOI10.1080/07474938.2023.2198930arXiv2009.01517OpenAlexW3124971049MaRDI QIDQ6176096
Mario Mazzocchi, Unnamed Author, Alessandra Luati
Publication date: 25 July 2023
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.01517
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