Partial liklihood-based scoring rules for evaluating density forecasts in tails
Cees Diks, Valentyn Panchenko and Dick van Dijk
| Year of publication: |
2008
|
|---|---|
| Other Persons: | Diks, Cees G. H. (contributor) ; Panchenko, Valentyn (contributor) ; Dijk, Dick van (contributor) |
| Publisher: |
Kensington, NSW : School of Economics, Australian School of Economics, the Univ. of New South Wales |
| Subject: | Zeitreihenanalyse | Time series analysis | Statistische Verteilung | Statistical distribution | Prognoseverfahren | Forecasting model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Monte-Carlo-Simulation | Monte Carlo simulation |
| Extent: | Online-Ressource (29 S.) graph. Darst. |
|---|---|
| Series: | Discussion paper / School of Economics, The University of New South Wales. - Kensington, NSW : [Verlag nicht ermittelbar], ISSN 1323-8949, ZDB-ID 2177110-8. - Vol. 2008,10 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| ISBN: | 978-0-7334-2646-9 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003798183