Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty
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Publication:3018666
DOI10.1002/for.1178zbMath1217.91142OpenAlexW1980051121MaRDI QIDQ3018666
Publication date: 27 July 2011
Published in: Journal of Forecasting (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/for.1178
density forecast evaluationprobability integral transformationmoment testparameter estimation uncertainty
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