Pages that link to "Item:Q5864457"
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The following pages link to Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes (Q5864457):
Displaying 5 items.
- Testing distributional assumptions using a continuum of moments (Q2227064) (← links)
- A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities (Q5861023) (← links)
- A specification test for dynamic conditional distribution models with function-valued parameters (Q5861041) (← links)
- Peter Schmidt: Econometrician and consummate professional (Q5864449) (← links)
- Bootstrap specification tests for dynamic conditional distribution models (Q6108286) (← links)