Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty-Reference-Cited by-同舟云学术

Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty

Published:2010-05-30 Issue:4 Volume:30 Page:409-450
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:J. Forecast.

Author:

Chen Yi-Ting

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modelling and Simulation

Reference51 articles.

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