Indeewara Perera
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View article: Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary
Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary Open
This article develops tests for the correct specification of the conditional variance function in GARCH models when the true parameter may lie on the boundary of the parameter space. The test statistics considered are of Kolmogorov-Smirnov…
View article: Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary
Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary Open
This article develops tests for the correct specification of the conditional variance function in GARCH models when the true parameter may lie on the boundary of the parameter space. The test statistics considered are of Kolmogorov-Smirnov…
View article: Specification tests for GARCH processes with nuisance parameters on the boundary
Specification tests for GARCH processes with nuisance parameters on the boundary Open
This paper develops tests for the correct specification of the conditional variance function in GARCH models when the true parameter may lie on the boundary of the parameter space. The test statistics considered are of Kolmogorov-Smirnov a…
View article: Construction and Visualization of Confidence Sets for Frequentist Distributional Forecasts
Construction and Visualization of Confidence Sets for Frequentist Distributional Forecasts Open
The focus of this article is on the quantification of sampling variation in frequentist probabilistic forecasts. We propose a method of constructing confidence sets that respects the functional nature of the forecast distribution, and use …
View article: Construction and Visualization of Confidence Sets for Frequentist Distributional Forecasts
Construction and Visualization of Confidence Sets for Frequentist Distributional Forecasts Open
The focus of this article is on the quantification of sampling variation in frequentist probabilistic forecasts. We propose a method of constructing confidence sets that respects the functional nature of the forecast distribution, and use …
View article: Construction and Visualization of Confidence Sets for Frequentist Distributional Forecasts
Construction and Visualization of Confidence Sets for Frequentist Distributional Forecasts Open
The focus of this paper is on the quantification of sampling variation in frequentist probabilistic forecasts. We propose a method of constructing confidence sets that respects the functional nature of the forecast distribution, and use an…
View article: Construction and Visualization of Optimal Confidence Sets for Frequentist Distributional Forecasts
Construction and Visualization of Optimal Confidence Sets for Frequentist Distributional Forecasts Open
The focus of this paper is on the quantification of sampling variation in frequentist probabilistic forecasts. We propose a method of constructing confidence sets that respects the functional nature of the forecast distribution, and use an…