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  • Search: subject:"fast local estimation algorithm"
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Year of publication
Subject
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fast local estimation algorithm 1 non-Gaussian parameter-driven time series 1 time-varying kurtosis 1 time-varying skewness 1
Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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Undetermined 1
Author
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Djennad, Abdelmajid 1 Eilers, Paul 1 Rigby, Robert 1 Stasinopoulos, Dimitrios 1 Voudouris, Vlasios 1
Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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MPRA Paper 1
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RePEc 1
Showing 1 - 1 of 1
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Beyond location and dispersion models: The Generalized Structural Time Series Model with Applications
Djennad, Abdelmajid; Rigby, Robert; Stasinopoulos, Dimitrios - Volkswirtschaftliche Fakultät, … - 2015
contribution in the development of a fast local estimation algorithm for the evaluation of a penalised likelihood function to …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011201261
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