Adaptive models and heavy tails with an application to inflation forecasting
Year of publication: |
April-June 2017
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Authors: | Delle Monache, Davide ; Petrella, Ivan |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 33.2017, 2, p. 482-501
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Subject: | Adaptive algorithms | Inflation | Score-driven models | Student-t | Time-varying parameters | Prognoseverfahren | Forecasting model | Theorie | Theory | Modellierung | Scientific modelling | Statistische Verteilung | Statistical distribution | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
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