Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes (Q5864457)
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scientific article; zbMATH DE number 7537913
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes |
scientific article; zbMATH DE number 7537913 |
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Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes (English)
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7 June 2022
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characteristic functions
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consistent tests
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parametric conditional distributions
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simulated integrated method of moments
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stationary time series
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