Distributional theory for the DIA method
The DIA method for the detection, identification and adaptation of model misspecifications combines estimation with testing. The aim of the present contribution is to introduce a unifying framework for the rigorous capture of this combination. By using a canonical model formulation and a partitionin...
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| Format: | Journal Article |
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Springer - Verlag
2017
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| Online Access: | http://hdl.handle.net/20.500.11937/54296 |