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Browsing Discussion papers (FOR) by Subject "likelihood ratio test"

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    • A likelihood ratio and Markov Chain based method to evaluate density forecasting 

      Li, Yushu; Andersson, Jonas (Discussion paper;12/14, Working paper, 2014-03)
      In this paper, we propose a likelihood ratio and Markov chain based method to evaluate density forecasting. This method can jointly evaluate the unconditional forecasted distribution and dependence of the outcomes. This ...

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