Extremal dependence-based specification testing of time series
Yannick Hoga
| Year of publication: |
2023
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| Authors: | Hoga, Yannick |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 41.2023, 4, p. 1274-1287
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| Subject: | Location-scale models | Serial extremal dependence | Specification test | Tail copula | Time series | Zeitreihenanalyse | Time series analysis | Multivariate Verteilung | Multivariate distribution | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Modellierung | Scientific modelling | Statistische Verteilung | Statistical distribution |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2022.2120483 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014448632