Simulation-based density estimation for time series using covariate data
Year of publication: |
2015
|
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Authors: | Liao, Yin ; Stachurski, John |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 33.2015, 4, p. 595-606
|
Subject: | Density estimation | Simulation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Statistische Verteilung | Statistical distribution | Schätzung | Estimation |
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