ARTICLE
|
doi:10.20944/preprints202306.1735.v1
Subject:
Computer Science And Mathematics,
Probability And Statistics
Keywords:
consistency; efficiency; score driven model; simulation design; time-varying parameter estimation
Online: 26 June 2023 (04:40:02 CEST)
ARTICLE
|
doi:10.20944/preprints202306.0598.v1
Subject:
Computer Science And Mathematics,
Probability And Statistics
Keywords:
bias; consistency; efficiency; simulation design; volatility estimation
Online: 8 June 2023 (07:31:27 CEST)