Improved methods for statistical inference in the context of various types of parameter variation
This dissertation addresses various issues related to statistical inference in the context of parameter time-variation. The problem is considered within general regression models as well as in the context of methods for forecast evaluation. The first chapter develops a theory of evolutionary spec...
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| Language: | en_US |
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2019
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| Online Access: | https://hdl.handle.net/2144/38750 |