Chukhrova, Nataliya; Johannssen, Arne - In: Risks 5 (2017) 2, pp. 1-44
This paper gives a detailed overview of the current state of research in relation to the use of state space models and …-based, which complicates their applications. Therefore, to facilitate the implementation of state space models in practice, we …, an empirical comparison of the scalar state space model, promising prior state space models and some popular stochastic …