On the predictive content of autoregression residuals: a semiparametric, copula-based approach to time series prediction (Q4687329)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6951842
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the predictive content of autoregression residuals: a semiparametric, copula-based approach to time series prediction |
scientific article; zbMATH DE number 6951842 |
Statements
On the Predictive Content of Autoregression Residuals: A Semiparametric, Copula‐Based Approach to Time Series Prediction (English)
0 references
11 October 2018
0 references
model selection
0 references
copula distributions
0 references
non Gaussian residuals
0 references
linear autoregressive conditional mean
0 references
0.748913049697876
0 references
0.7399906516075134
0 references
0.7295579314231873
0 references
0.7230863571166992
0 references
0.7173579931259155
0 references
