Specification tests for nonlinear dynamic models (Q5091815)
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scientific article; zbMATH DE number 7564523
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Specification tests for nonlinear dynamic models |
scientific article; zbMATH DE number 7564523 |
Statements
Specification tests for nonlinear dynamic models (English)
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27 July 2022
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conditional distribution
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empirical process
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goodness-of-fit
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parameter uncertainty
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probability integral transform
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time series
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weak convergence
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