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isPartOf:"Econometric reviews"
~isPartOf:"Econometric Institute research papers"
~person:"D'Innocenzo, Enzo"
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D'Innocenzo, Enzo
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A robust score-driven filter for multivariate time series
D'Innocenzo, Enzo
;
Luati, Alessandra
;
Mazzocchi, Mario
- In:
Econometric reviews
42
(
2023
)
5
,
pp. 441-470
Persistent link: https://www.econbiz.de/10014305555
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