Adaptive models and heavy tails
Year of publication: |
2014
|
---|---|
Authors: | Monache, Davide Delle ; Petrella, Ivan |
Publisher: |
London : School of Economics, Mathematics an Statistics, Birkbeck College, Univ. of London |
Subject: | Time-Varying Parameters | Score-driven Models | Heavy-Tails | Adaptive Algorithms | Inflation | Theorie | Theory | Statistische Verteilung | Statistical distribution | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling |
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