A sequential test for the specification of predictive densities

DOI10.1111/ectj.12085OpenAlexW2588634970MaRDI QIDQ5093956

Ximing Wu, Juan Lin

Publication date: 2 August 2022

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/ectj.12085

zbMATH Keywords

copulapredictive densitydata-driven smooth testsequential testingportmanteau test

Mathematics Subject Classification ID

Statistics (62-XX)

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