A unified approach to validating univariate and multivariate conditional distribution models in time series
Year of publication: |
2014
|
---|---|
Authors: | Chen, Bin ; Hong, Yongmiao |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 178.2014, P1, p. 22-44
|
Publisher: |
Elsevier |
Subject: | Diagnostic procedure | Empirical distribution function | Frequency domain | Generalized Cramer–von Mises test | Kernel method | Non-Markovian process | Time series conditional distribution model |
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