Image de couverture de livre

New Goodness-of-Fit Tests for Time Series Models

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteur principal:	Mahdi, Esam
Format:	Preprint
Publié:	2020
Sujets:	Methodology Computation 62M10, 91B84
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Semiparametric Volatility Model with Varying Frequencies
par: Benito, Jetrei Benedick R., et autres
Publié: (2021)

Sparse and Low-bias Estimation of High Dimensional Vector Autoregressive Models
par: Ruiz, Trevor D., et autres
Publié: (2019)

Bayesian Dynamic Modeling of Realized Volatility in Financial Asset Price Forecasting
par: Woitschig, Patrick, et autres
Publié: (2026)

Explainable Prediction of Economic Time Series Using IMFs and Neural Networks
par: Hidalgo, Pablo, et autres
Publié: (2025)

Bayesian Forecast Combination with Predictive Priors via Particle Filtering
par: Luo, Xiaorui, et autres
Publié: (2025)

Properties of the reconciled distributions for Gaussian and count forecasts
par: Zambon, Lorenzo, et autres
Publié: (2023)

Double Descent and Benign Overfitting in Macroeconomic Forecasting
par: Carriero, Andrea, et autres
Publié: (2026)

Stylized facts of the Indian Stock Market
par: Sen, Rituparna, et autres
Publié: (2019)

Mitigating the choice of the duration in DDMS models through a parametric link
par: Mendes, Fernando Henrique de Paula e Silva, et autres
Publié: (2023)

On filter-type estimation of discretely sampled cyclic long-memory processes
par: Ayache, Antoine, et autres
Publié: (2024)

Explainable Machine Learning for Macroeconomic and Financial Nowcasting: A Decision-Grade Framework for Business and Policy
par: Attolico, Luca
Publié: (2025)

Inference for Local Projections
par: Inoue, Atsushi, et autres
Publié: (2023)

Is Jobless Growth Valid in Turkiye? A Sectoral Analysis of the Relationship between Unemployment and Economic Growth
par: Akusta, Emre
Publié: (2025)

Temporal Coverage Bias in Financial Panel Data: A Coverage-Aware Structuring Framework with Evidence from the Dhaka Stock Exchange
par: Muhammad, Tashreef
Publié: (2026)

Opening the Black Box: Nowcasting Singapore's GDP Growth and its Explainability
par: Attolico, Luca
Publié: (2025)

Nonlinear Dynamic Factor Analysis With a Transformer Network
par: Snellman, Oliver
Publié: (2026)

Bitcoin's Power Law: Weak Structure, Strong Forecasts
par: Baquero, Carlos, et autres
Publié: (2026)

External Demand, Domestic Monetary Conditions, and Remittance Dynamics in Nepal
par: Malla, Sahaj Raj
Publié: (2026)

Identification in (Endogenously) Nonlinear SVARs Is Easier Than You Think
par: Duffy, James A., et autres
Publié: (2026)

Range-Based Volatility Estimators for Monitoring Market Stress: Evidence from Local Food Price Data
par: Andrée, Bo Pieter Johannes
Publié: (2026)

F-FOMAML: GNN-Enhanced Meta-Learning for Peak Period Demand Forecasting with Proxy Data
par: Xu, Zexing, et autres
Publié: (2024)

The Aligned Economic Index & The State Switching Model
par: Aarab, Ilias
Publié: (2025)

Switching between states and the COVID-19 turbulence
par: Aarab, Ilias
Publié: (2025)

Can Renewable Energy Mitigate Inflationary Pressures from Energy Imports? Evidence from Turkiye
par: Akusta, Emre
Publié: (2026)

Sample Splitting and Assessing Goodness-of-fit of Time Series
par: Davis, Richard A., et autres
Publié: (2024)

The Granger-Johansen representation theorem for integrated time series on Banach space
par: Howlett, Phil, et autres
Publié: (2021)

Common Trends and Long-Run Identification in Nonlinear Structural VARs
par: Duffy, James A., et autres
Publié: (2024)

Cointegration with Occasionally Binding Constraints
par: Duffy, James A., et autres
Publié: (2022)

Stability of trigonometric approximation in $L^p$ and applications to prediction theory
par: Klotz, Lutz, et autres
Publié: (2021)

A New Stock Market Valuation Measure with Applications to Retirement Planning
par: Sarantsev, Andrey
Publié: (2019)

Inference on Common Trends in a Cointegrated Nonlinear SVAR
par: Duffy, James A., et autres
Publié: (2025)

Inference on common trends in functional time series
par: Nielsen, Morten Ørregaard, et autres
Publié: (2023)

New Methods for Network Count Time Series
par: Liu, Hengxu, et autres
Publié: (2023)

JFR-rg: A New Macroeconomic Framework for High-Debt, Low-Growth Economies under Financial Repression
par: Wakimoto, Hirofumi
Publié: (2026)

Forecasting Inflation Based on Hybrid Integration of the Riemann Zeta Function and the FPAS Model (FPAS + $ζ$): Cyclical Flexibility, Socio-Economic Challenges and Shocks, and Comparative Analysis of Models
par: Gondauri, Davit
Publié: (2025)

Bayesian Filtering for Multi-period Mean-Variance Portfolio Selection
par: Sikaria, Shubhangi, et autres
Publié: (2019)

ASRI: An Aggregated Systemic Risk Index for Cryptocurrency Markets
par: Farzulla, Murad, et autres
Publié: (2026)

Dynamic Inference in Term Structure Models with Unspanned Latent Risks
par: Dubiel-Teleszynski, Tomasz, et autres
Publié: (2022)

The Extremity Premium: Sentiment Regimes and Adverse Selection in Cryptocurrency Markets
par: Farzulla, Murad
Publié: (2026)

Predicting Future Change-points in Time Series
par: Choi, Chak Fung, et autres
Publié: (2024)