Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models

DOI10.1080/07350015.2021.2002160zbMATH Open1542.6214MaRDI QIDQ6586892

Dong Li, Huan Gong, Ke Zhu, [[Person:6586891|Author name not available (Why is that?)]]

Publication date: 13 August 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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