Likelihood-based scoring rules for comparing density forecasts in tails

Cees Diks; Valentyn Panchenko; Dick van Dijk

Year of publication:	2011
Authors:	Diks, Cees G. H. ; Panchenko, Valentyn ; Dijk, Dick van
Published in:	Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 163.2011, 2, p. 215-230
Subject:	Statistische Verteilung \| Statistical distribution \| Prognoseverfahren \| Forecasting model \| Zeitreihenanalyse \| Time series analysis \| Schätztheorie \| Estimation theory

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