Multivariate density forecast evaluation and nonparametric granger causality testing
Year of publication: |
[2018]
|
---|---|
Authors: | Fang, Hao |
Publisher: |
[Amsterdam] : Rozenberg Publishers |
Subject: | Prognoseverfahren | Forecasting model | Nichtparametrisches Verfahren | Nonparametric statistics | Kausalanalyse | Causality analysis | Resampling | Resampling method | Statistischer Test | Statistical test | Monte-Carlo-Simulation | Monte Carlo simulation |
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