How to compare interpretatively different models for the conditional variance function (Q5123593)
From MaRDI portal
scientific article; zbMATH DE number 7252485
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How to compare interpretatively different models for the conditional variance function |
scientific article; zbMATH DE number 7252485 |
Statements
How to compare interpretatively different models for the conditional variance function (English)
0 references
29 September 2020
0 references
conditional variance
0 references
variance function
0 references
predictive likelihood
0 references
log-scoring rule
0 references
predictive density
0 references
out-of-sample testing
0 references
model performance measure
0 references
