Score-driven time-varying parameter models with spline-based densities
Crossref DOI link: https://doi.org/10.1007/s11222-026-10840-w
Published Online: 2026-02-24
Published Print: 2026-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
van Brummelen, Janneke
Gorgi, Paolo
Koopman, Siem Jan
Text and Data Mining valid from 2026-02-24
Version of Record valid from 2026-02-24
Article History
Received: 31 July 2025
Accepted: 26 January 2026
First Online: 24 February 2026
Declarations
:
: The authors declare no competing interests.