Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62F40 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F03 / rank | |||
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| Property / zbMATH DE Number: 6573255 / rank | |||
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block bootstrap | |||
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conditional distributions | |||
| Property / zbMATH Keywords: conditional distributions / rank | |||
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conditional Kolmogorov tests | |||
| Property / zbMATH Keywords: conditional Kolmogorov tests / rank | |||
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dynamic misspecification | |||
| Property / zbMATH Keywords: dynamic misspecification / rank | |||
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parameter estimation error | |||
| Property / zbMATH Keywords: parameter estimation error / rank | |||
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Revision as of 16:23, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap conditional distribution tests in the presence of dynamic misspecification |
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Bootstrap conditional distribution tests in the presence of dynamic misspecification (English)
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25 April 2016
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block bootstrap
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conditional distributions
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conditional Kolmogorov tests
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dynamic misspecification
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parameter estimation error
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