Exponentially weighted estimands and the exponential family: Filtering, prediction and smoothing

Fuente: arXiv

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Bibliographic Details
Main Authors:	van Heel, Simon Donker, Shephard, Neil
Format:	Preprint
Published:	2025
Subjects:	Methodology Econometrics
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2512.16745