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bellman-filter-dfsv

High-performance JAX-based filtering for Dynamic Factor Stochastic Volatility (DFSV) models with functional architecture

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Activity

Latest release
8mo ago
Total releases
3
Cadence
~3 months
Last 12 months
2

Details

License
MIT
First release
Aug 12, 2025
Releases
Version Released
2.0.0 major
1.0.1 patch
1.0.0 initial