Conditional Score Residuals and Diagnostic Analysis of Serial Dependence in Time Series Models
Year of publication: |
[2022]
|
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Authors: | Blasques, Francisco ; Gorgi, Paolo ; Koopman, Siem Jan |
Publisher: |
[S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (38 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 18, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3966281 [DOI] |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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