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://jda-test.zbw.eu/dataset/b97076b5-49d4-4031-adac-b9c5000b8def/resource/27600036-85c4-4f03-a458-67dc03ec25e1/download/readme.ckl.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
