ConceptioArchivearXiv (All)
arXiv (All)open access

Proper-score observation-driven filters: local geometry, estimation, and continuous-time limits

Livieri, Giulia et al.
arXiv (All) · Papers · License: Open Access
Open Source ↗Direct PDF ↓
probabilitystatistics-theory
statistics theory, probability, statistical finance, 62m10, 62f35, 60f17
This document is indexed with metadata only — full text is not available in the archive for this record. Open the official source ↗
Record · ID 820588
Retrieved via Conceptio — every document is proof-bundled with source, license, and retrieval metadata.