Testing error distribution by kernelized Stein discrepancy in multivariate time series models
Donghang Luo, Ke Zhu, Huan Gong, and Dong Li
| Year of publication: |
2023
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| Authors: | Luo, Donghang ; Zhu, Ke ; Gong, Huan ; Li, Dong |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 41.2023, 1, p. 111-125
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| Subject: | Consistent test | Copula time series model | Kernelized Stein discrepancy | Multivariate time series model | Testing multivariate error distribution | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Multivariate Analyse | Multivariate analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2021.2002160 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013540650