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Bootstrap conditional distribution tests in the presence of dynamic misspecification - MaRDI portal

Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263)

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scientific article; zbMATH DE number 6573255
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Bootstrap conditional distribution tests in the presence of dynamic misspecification
scientific article; zbMATH DE number 6573255

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    Bootstrap conditional distribution tests in the presence of dynamic misspecification (English)
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    25 April 2016
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    block bootstrap
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    conditional distributions
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    conditional Kolmogorov tests
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    dynamic misspecification
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    parameter estimation error
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