Score-driven models, aka generalized autoregressive score models, in Julia
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Dec 2, 2022 - Julia
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score-driven-models
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Website of Carlotta Pacifici, Research fellow at Bocconi University, working on extreme value analysis. PhD in statistics from the University of Bologna.
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Mar 21, 2026 - TeX
Discussion of the paper "COVID-19 Active Case Forecasts in Latin American Countries Using Score-Driven Models (Contreras-Espinoza et al., 2023)" with an application to COVID-19 Bologna data
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May 14, 2026 - R
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