Testing time series data compatibility for benchmarking
Benoît Quennevillle; Christian Gagné
| Year of publication: |
2013
|
|---|---|
| Authors: | Quennevillle, Benoît ; Gagné, Christian |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 29.2013, 4, p. 754-766
|
| Subject: | Autoregressive process | Chi-square distribution | Likelihood ratio test | Score test | Wald test | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Benchmarking | Statistische Methodenlehre | Statistical theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010221283