A unified approach to validating univariate and multivariate conditional distribution models in time series
Bin Chen; Yongmiao Hong
| Year of publication: |
2014
|
|---|---|
| Authors: | Chen, Bin ; Hong, Yongmiao |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 178.2014, 1, p. 22-44
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| Subject: | Diagnostic procedure | Empirical distribution function | Frequency domain | Generalized Cramer–von Mises test | Kernel method | Non-Markovian process | Time series conditional distribution model | Zeitreihenanalyse | Time series analysis | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010254990