A sequential test for the specification of predictive densities

DOI10.1111/ECTJ.12085MaRDI QIDQ5093956zbMATH OpenOpenAlexFDO

Authors Juan Lin, Ximing Wu

Publication date 2 August 2022

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/ectj.12085

zbMATH Keywords

copuladata-driven smooth testportmanteau testpredictive densitysequential testing

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(1)

• Goodness-of-fit tests for centralized Wishart processes

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