On the Predictive Content of Autoregression Residuals: A Semiparametric, Copula‐Based Approach to Time Series Prediction
| Year of publication: |
2013
|
|---|---|
| Authors: | Herwartz, Helmut |
| Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 32.2013, 4, p. 353-368
|
| Publisher: |
John Wiley & Sons, Ltd. |