Distributional theory for the DIA method

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...

Full description

Bibliographic Details
Main Author: Teunissen, Peter
Format: Journal Article
Published: Springer - Verlag 2017
Online Access:http://hdl.handle.net/20.500.11937/54296

Similar Items

Similar Items