Generalized autocontours : evaluation of multivariate density models
Year of publication: |
July-September 2015
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Authors: | González-Rivera, Gloria ; Sun, Yingying |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 31.2015, 3, p. 799-814
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Subject: | Copula | Specification testing | Multivariate dynamic models | Density forecast | Theorie | Theory | Statistische Verteilung | Statistical distribution | Prognoseverfahren | Forecasting model | Multivariate Verteilung | Multivariate distribution | Multivariate Analyse | Multivariate analysis | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling | Statistischer Test | Statistical test |
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