A unified approach to validating univariate and multivariate conditional distribution models in time series (Q2512595)

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A unified approach to validating univariate and multivariate conditional distribution models in time series
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    A unified approach to validating univariate and multivariate conditional distribution models in time series (English)
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    7 August 2014
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    diagnostic procedure
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    empirical distribution function
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    frequency domain
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    generalized Cramer-von Mises test
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    kernel method
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    non-Markovian process
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    time series conditional distribution model
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