Econometrics and Business Statistics Seminar: Yicong Lin, Vrije Universiteit Amsterdam
Title: Consistency, distributional convergence, and optimality of score-driven filters
Info about event
Time
Location
Fuglesangs Allé 4, Building 2632(L), Room 242
Speaker: Yicong Lin, Vrije Universiteit Amsterdam
Title: Consistency, distributional convergence, and optimality of score-driven filters (link to paper)
Website: https://yiconglin.com/
Host: Sebastian M. Jensen
Organisers: Luke Taylor and Leopoldo Catania.