A modified Diebold-Mariano test for equal forecast accuracy with clustered dependence (Q1984445)
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scientific article; zbMATH DE number 7396081
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A modified Diebold-Mariano test for equal forecast accuracy with clustered dependence |
scientific article; zbMATH DE number 7396081 |
Statements
A modified Diebold-Mariano test for equal forecast accuracy with clustered dependence (English)
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16 September 2021
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clustered dependence
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Diebold-Mariano test
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moving block bootstrap
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