Signal smoothing for score-driven models: a linear approach.

Szabolcs Blazsek Astrid Ayala Adrian Licht

Published in: Commun. Stat. Simul. Comput. (2024)

Keyphrases

neural network
search engine
multiscale
probabilistic model
data driven
complex systems
linear model
data sets
bayesian networks
signal processing
nonlinear models
impulse response