Goodness-of-Fit Testing for Time Series Models via Distance Covariance
From MaRDI portal
Publication:6314926
DOI10.1016/J.JECONOM.2020.05.008arXiv1903.00708MaRDI QIDQ6314926
Publication date: 2 March 2019
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
This page was built for publication: Goodness-of-Fit Testing for Time Series Models via Distance Covariance