prob-int-trans.csv
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/csv |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/b97076b5-49d4-4031-adac-b9c5000b8def/resource/e80b0ed0-efb6-42ad-8483-c5b5d5aec44c/download/prob-int-trans.csv |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
