A unified approach to validating univariate and multivariate conditional distribution models in time series (Q2512595): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2013.08.004 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2139269622 / rank | |||
Normal rank | |||
Revision as of 23:03, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A unified approach to validating univariate and multivariate conditional distribution models in time series |
scientific article |
Statements
A unified approach to validating univariate and multivariate conditional distribution models in time series (English)
0 references
7 August 2014
0 references
diagnostic procedure
0 references
empirical distribution function
0 references
frequency domain
0 references
generalized Cramer-von Mises test
0 references
kernel method
0 references
non-Markovian process
0 references
time series conditional distribution model
0 references
