Information-theoretic optimality of observation-driven time series models for continuous responses

Published 2015 View Full Article

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Title
Information-theoretic optimality of observation-driven time series models for continuous responses
Authors
Keywords
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Journal
BIOMETRIKA
Volume 102, Issue 2, Pages 325-343
Publisher
Oxford University Press (OUP)
Online
2015-03-21
DOI
10.1093/biomet/asu076
References
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