readme.ckl.txt
Creators:
Drew Creal
;
Siem Jan Koopman
;
Andre Lucas
From the dataset abstract
We propose a class of observation-driven time series models referred to as generalized autoregressive score (GAS) models. The mechanism to update the parameters over time is the scaled...
Source: GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/0bc16f8a-23f5-479e-bdfd-be8740181e9c/resource/4687750e-ee91-4903-83a4-6bbdddd3784d/download/readme.ckl.txt |
| Last updated | November 16, 2022 |
| Created | November 16, 2022 |
