Prequential omnibus goodness-of-fit tests for stochastic processes: A numerical study (Q5084739)
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scientific article; zbMATH DE number 7549487
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| English | Prequential omnibus goodness-of-fit tests for stochastic processes: A numerical study |
scientific article; zbMATH DE number 7549487 |
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Prequential omnibus goodness-of-fit tests for stochastic processes: A numerical study (English)
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28 June 2022
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model checking
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predictive performance
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prequential efficiency
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Rosenblatt transform
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sequential inference
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universal goodness-of-fit test
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0.87823457
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0.8776611
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0.8769648
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0.8737824
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0.8731189
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0.8710932
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