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~person:"Gong, Huan"
~subject:"Multivariate time series model"
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Multivariate time series model
Consistent test
1
Copula time series model
1
Estimation theory
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Kernelized Stein discrepancy
1
Multivariate Analyse
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Multivariate analysis
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Schätztheorie
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Testing multivariate error distribution
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Time series analysis
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Gong, Huan
Li, Dong
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Luo, Donghang
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Zhu, Ke
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Testing error distribution by kernelized Stein discrepancy in multivariate time series models
Luo, Donghang
;
Zhu, Ke
;
Gong, Huan
;
Li, Dong
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 111-125
Persistent link: https://www.econbiz.de/10013540650
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