A sequential test for the specification of predictive densities
Year of publication: |
2017
|
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Authors: | Lin, Juan ; Wu, Ximing |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 20.2017, 2, p. 190-220
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Subject: | Copula | Data-driven smooth test | Portmanteau test | Predictive density | Sequential testing | Statistischer Test | Statistical test | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Multivariate Verteilung | Multivariate distribution | Zeitreihenanalyse | Time series analysis | Sequentialtest | Sequential test |
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